An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations

DOI10.1007/s11336-020-09721-6zbMath1458.62291arXiv1910.07393OpenAlexW3080149288WikidataQ98652896 ScholiaQ98652896MaRDI QIDQ2220537

Zachary Fisher, Kenneth A. Bollen

Publication date: 25 January 2021

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.07393

zbMATH Keywords

estimationlatent variablesfactor analysiscontinuous variablesinstrumental variablesstructural equation modelingordinal variablesdichotomous variablestwo-stage least squares (2SLS)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics to social sciences (62P25) Applications of statistics to psychology (62P15)

Related Items (1)

A unified model-implied instrumental variable approach for structural equation modeling with mixed variables

Uses Software

• LISREL
• lavaan
• MIIVsem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• An alternative two stage least squares \((2SLS)\) estimator for latent variable equations
• Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model
• Maximum likelihood estimation of the polychoric correlation coefficient
• Contributions to factor analysis of dichotomous variables
• On the estimation of polychoric correlations and their asymptotic covariance matrix
• Pairwise likelihood estimation for factor analysis models with ordinal data
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models
• A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables
• Estimating item parameters and latent ability when responses are scored in two or more nominal categories
• L-structured matrices and linear matrix equations^∗
• A Monte Carlo study comparing PIV, ULS and DWLS in the estimation of dichotomous confirmatory factor analysis
• Selecting polychoric instrumental variables in confirmatory factor analysis: An alternative specification test and effects of instrumental variables
• A two‐stage estimation of structural equation models with continuous and polytomous variables
• Identification and Inference for Econometric Models

This page was built for publication: An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations