共查询到20条相似文献，搜索用时 15 毫秒
1.
This article proposes 2 classes of ridge generalized least squares (GLS) procedures for structural equation modeling (SEM) with unknown population distributions. The weight matrix for the first class of ridge GLS is obtained by combining the sample fourth-order moment matrix with the identity matrix. The weight matrix for the second class is obtained by combining the sample fourth-order moment matrix with its diagonal matrix. Empirical results indicate that, with data from an unknown population distribution, parameter estimates by ridge GLS can be much more accurate than those by either GLS or normal-distribution-based maximum likelihood; and standard errors of the parameter estimates also become more accurate in predicting the empirical ones. Rescaled and adjusted statistics are proposed for overall model evaluation, and they also perform much better than the default statistic following from the GLS method. The use of the ridge GLS procedures is illustrated with a real data set. 相似文献
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Shaun McQuitty 《Structural equation modeling》2013,20(3):244-252
LISREL 8 invokes a ridge option when maximum likelihood or generalized least squares are used to estimate a structural equation model with a nonpositive definite covariance or correlation matrix. The implications of the ridge option for model fit statistics, parameter estimates, and standard errors are explored through the use of 2 examples. The results indicate that maximum likelihood estimates are quite stable with the ridge option, though fit statistics and standard errors vary considerably and therefore cannot be trusted. As a result of these findings, the application of the ridge method to structural equation models is not recommended. 相似文献
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Ill conditioning of covariance and weight matrices used in structural equation modeling (SEM) is a possible source of inadequate performance of SEM statistics in nonasymptotic samples. A maximum a posteriori (MAP) covariance matrix is proposed for weight matrix regularization in normal theory generalized least squares (GLS) estimation. Maximum likelihood (ML), GLS, and regularized GLS test statistics (RGLS and rGLS) are studied by simulation in a 15-variable, 3-factor model with 15 levels of sample size varying from 60 to 100,000. A key result showed that in terms of nominal rejection rates, RGLS outperformed ML at all sample sizes below 500, and GLS at most sample sizes below 500. In larger samples, their performance was equivalent. The second regularization methodology (rGLS) performed well asymptotically, but poorly in small samples. Regularization in SEM deserves further study. 相似文献
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Deborah Harris 《Educational Measurement》1989,8(1):35-41
This module discusses the 1-, 2-, and 3-parameter logistic item response theory models. Mathematical formulas are given for each model, and comparisons among the three models are made. Figures are included to illustrate the effects of changing the a, b, or c parameter, and a single data set is used to illustrate the effects of estimating parameter values (as opposed to the true parameter values) and to compare parameter estimates achieved though applying the different models. The estimation procedure itself is discussed briefly. Discussions of model assumptions, such as dimensionality and local independence, can be found in many of the annotated references (e.g., Hambleton, 1988). 相似文献
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In structural equation models, outliers could result in inaccurate parameter estimates and misleading fit statistics when using traditional methods. To robustly estimate structural equation models, iteratively reweighted least squares (IRLS; Yuan & Bentler, 2000) has been proposed, but not thoroughly examined. We explore the large-sample properties of IRLS and its effect on parameter recovery, model fit, and aberrant data identification. A parametric bootstrap technique is proposed to determine the tuning parameters of IRLS, which results in improved Type I error rates in aberrant data identification, for data sets generated from homogenous populations. Scenarios concerning (a) simulated data, (b) contaminated data, and (c) a real data set are studied. Results indicate good parameter recovery, model fit, and aberrant data identification when noisy observations are drawn from a real data set, but lackluster parameter recovery and identification of aberrant data when the noise is parametrically structured. Practical implications and further research are discussed. 相似文献
7.
This article compares maximum likelihood and Bayesian estimation of the correlated trait–correlated method (CT–CM) confirmatory factor model for multitrait–multimethod (MTMM) data. In particular, Bayesian estimation with minimally informative prior distributions—that is, prior distributions that prescribe equal probability across the known mathematical range of a parameter—are investigated as a source of information to aid convergence. Results from a simulation study indicate that Bayesian estimation with minimally informative priors produces admissible solutions more often maximum likelihood estimation (100.00% for Bayesian estimation, 49.82% for maximum likelihood). Extra convergence does not come at the cost of parameter accuracy; Bayesian parameter estimates showed comparable bias and better efficiency compared to maximum likelihood estimates. The results are echoed via 2 empirical examples. Hence, Bayesian estimation with minimally informative priors outperforms enables admissible solutions of the CT–CM model for MTMM data. 相似文献
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讨论一般Gauss-Markov模型中参数岭估计的有关问题，并在均方误差矩阵意义下，证明了一般岭估计在线性估计类中是否容许估计。 相似文献
9.
一般广义岭估计的效率上界 总被引：2，自引：0，他引：2
考察一般Gauss-Markov模型中未知参数向量的最优线性无偏估计的改造问题,讨论了方兴等人提出的最优化无偏估计的一种估计的相对效率,把该文中给出的一般岭估计的相对效率的上界,推广到一般广义岭估计的相对效率的上界.yh 相似文献
10.
考察一般Gauss-Markov模型中未知参数向量β的一般广义岭估计的优良性质。对最小二乘估计相对于一般广义岭估计效率的下界问题作进一步的探讨,得到其更优的下界． 相似文献
11.
本文为解决一类混合Horn公式([13,14]),又称为层次图公式([15])的MAXSAT问题进行了基于随机局部搜索过程的经验研究.具体地,我们首先在随机CNF公式的MAX2SAT及MAX3SAT问题上进行WalkSAT和Tabu-Sat(及其变种)的比较,其次,我们在层次图公式上比较了上述过程的改进版本,这些公式编码了随机生成层次图的最小化跨边问题.本文所引入的Tabu-Sat过程,当在搜索空间中检测到一个圈的时候,动态地改变Tabu长度参数.另一个被称为Vector-Tabu-Sat的过程,对所有的布尔变元进行独立的Tabu长度参数管理.一些数值实验的结果显示,我们改进的Tabu-Sat变种在子句个数增长的时候优于Walksat. 相似文献
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Peter Baldwin 《Journal of Educational Measurement》2011,48(1):1-11
Growing interest in fully Bayesian item response models begs the question: To what extent can model parameter posterior draws enhance existing practices? One practice that has traditionally relied on model parameter point estimates but may be improved by using posterior draws is the development of a common metric for two independently calibrated test forms. Before parameter estimates from independently calibrated forms can be compared, at least one form's estimates must be adjusted such that both forms share a common metric. Because this adjustment is estimated, there is a propagation of error effect when it is applied. This effect is typically ignored, which leads to overconfidence in the adjusted estimates; yet, when model parameter posterior draws are available, it may be accounted for with a simple sampling strategy. In this paper, it is shown using simulated data that the proposed sampling strategy results in adjusted posteriors with superior coverage properties than those obtained using traditional point‐estimate‐based methods. 相似文献
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利用参数调节的方法,在随机时滞双稳系统中实现了随机共振.研究了时滞和反馈强度对系统的影响.对比了常规随机共振和参数调节随机共振的信噪比曲线,从而验证了参数调节随机共振在应用范围和性能上的优越性. 相似文献
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《教育实用测度》2013,26(2):125-141
Item parameter instability can threaten the validity of inferences about changes in student achievement when using Item Response Theory- (IRT) based test scores obtained on different occasions. This article illustrates a model-testing approach for evaluating the stability of IRT item parameter estimates in a pretest-posttest design. Stability of item parameter estimates was assessed for a random sample of pretest and posttest responses to a 19-item math test. Using MULTILOG (Thissen, 1986), IRT models were estimated in which item parameter estimates were constrained to be equal across samples (reflecting stability) and item parameter estimates were free to vary across samples (reflecting instability). These competing models were then compared statistically in order to test the invariance assumption. The results indicated a moderately high degree of stability in the item parameter estimates for a group of children assessed on two different occasions. 相似文献
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Wan Wanggen Yu Xiaoqing Yuan Jingxian Li Yonghua 《上海大学学报(英文版)》1998,2(3):208-212
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主要考虑利用重节点差商法求解一阶不完全Hermite插值问题。建立相应的Hermite插值公式,推导出误差估计式,并与现有的Lagrange基函数法进行比较,以说明新提出算法的优越性。 相似文献
18.
以实验数据为基础,研究了电加热炉温度控制系统的数学模型,利用稳定边界法对闭环控制系统的PID参数实现整定。并采用MCGS设计监控系统界面,实时观测加热炉温度控制系统的温度变化。通过实验,验证了数学模型和参数整定的实用性和有效性。 相似文献
19.
LSE相对于一般广义岭估计的效率下界 总被引：1，自引：0，他引：1
考察一般Gauss-Markov模型中未知参数向量β的估计的改造问题,进一步讨论了方兴等人提出的一种估计的相对效率,对其部分结果进行推广,得到LSE相对于一般广义岭估计的效率的下界. 相似文献
20.
《教育实用测度》2013,26(4):351-368
Through a large-scale simulation study, this article compares item parameter estimates obtained by the marginal maximum likelihood estimation (MMLE) and marginal Bayes modal estimation (MBME) procedures in the 3-parameter logistic model. The impact of different prior specifications on the MBME estimates is also investigated using carefully selected prior distributions. The results indicate that, in general, the MBME provides more accurate item parameter estimates than the MMLE procedure. The impact of different priors on the Bayesian estimates is modest when the examinee sample size is not extremely small. 相似文献