| 有限混合非线性结构方程模型的参数估计 |
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| 引用本文： | 梁成侠,FU Jue-sheng.有限混合非线性结构方程模型的参数估计[J].苏州市职业大学学报,2008,19(1):108-111. |
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| 作者姓名： | 梁成侠 FU Jue-sheng |
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| 作者单位： | 苏州大学,数学科学学院,江苏,苏州,215006 |
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| 摘 要： | 针对数据不同质现象的广泛存在，将非线性结构方程模型推广到有限混合非线性结构方程模型，用EM算法进行估计，E步引入Gibbs抽样及MH算法，M则采用条件极大的方法。最后，对收敛条件及误差进行估计。
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| 关 键 词： | 非线性结构方程模型 有限混合 Gibbs抽样 MH算法 |
Paremeters Estimation About the Finite Mixtures of Nonlinear Structural Equation Models |
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| LIANG Cheng-xia,FU Jue-sheng.Paremeters Estimation About the Finite Mixtures of Nonlinear Structural Equation Models[J].Journal of Suzhou Vocational University,2008,19(1):108-111. |
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| Authors: | LIANG Cheng-xia FU Jue-sheng |
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| Institution: | (Suzhou University, Suzhou 215006, China) |
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| Abstract: | Because of the extensive existence of date heterogeneity, we can extend the Nonlinear Structural Equation Models to finite mixtures of Nonlinear Structural Equation Models. EM algorithm is proposed for obtaining the estimates.E-step is completed by a MH algorithm and Gibbs sampler, and the M-step can be completed efficiently by simple conditional maximization. At last, we give the stopping rule and the standard errors. |
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| Keywords: | nonlinear structural equation models finite mixtures Gibbs sampler MH algorithm |
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