Use of non-normality in structural equation modeling: Application to direction of causation Export

@article{shimizu:kano:2008, abstract = {Structural equation modeling (SEM) typically utilizes first- and second-order moment structures. This limits its applicability since many unidentified models and many equivalent models that researchers would like to distinguish are created. In this paper, we relax this restriction and assume non-normal distributions on exogenous variables. We shall provide a solution to the problems of underidentifiability and equivalence of SEM models by making use of non-normality (higher-order moment structures). The non-normal SEM is applied to finding the possible direction of a path in simple regression models. The method of (generalized) least squares is employed to estimate model parameters. A test statistic for examining a fit of a model is proposed. A simulation result and a real data example are reported to study how the non-normal SEM approach works empirically.}, author = {Shimizu, S. and Kano, Y.}, citeulike-article-id = {5869830}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.jspi.2006.01.017}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0378375808000918}, day = {01}, doi = {10.1016/j.jspi.2006.01.017}, issn = {03783758}, journal = {Journal of Statistical Planning and Inference}, keywords = {causality, non-normality, sem}, month = {November}, number = {11}, pages = {3483--3491}, posted-at = {2009-10-01 20:59:49}, priority = {2}, title = {Use of non-normality in structural equation modeling: Application to direction of causation}, url = {http://dx.doi.org/10.1016/j.jspi.2006.01.017}, volume = {138}, year = {2008} }

TY - JOUR ID - shimizu:kano:2008 L3 - citeulike-article-id:5869830 N2 - Structural equation modeling (SEM) typically utilizes first- and second-order moment structures. This limits its applicability since many unidentified models and many equivalent models that researchers would like to distinguish are created. In this paper, we relax this restriction and assume non-normal distributions on exogenous variables. We shall provide a solution to the problems of underidentifiability and equivalence of SEM models by making use of non-normality (higher-order moment structures). The non-normal SEM is applied to finding the possible direction of a path in simple regression models. The method of (generalized) least squares is employed to estimate model parameters. A test statistic for examining a fit of a model is proposed. A simulation result and a real data example are reported to study how the non-normal SEM approach works empirically. IS - 11 JF - Journal of Statistical Planning and Inference SN - 03783758 EP - 3491 TI - Use of non-normality in structural equation modeling: Application to direction of causation VL - 138 SP - 3483 KW - causality KW - non-normality KW - sem AU - Shimizu, S AU - Kano, Y PY - 2008/11/01/ UR - http://dx.doi.org/10.1016/j.jspi.2006.01.017 ER -