學術產出-期刊論文

文章檢視/開啟

書目匯出

Google ScholarTM

政大圖書館

引文資訊

  • 資料載入中...
    資料載入中...

TAIR相關學術產出

題名 Penalized Least Squares for Structural Equation Modeling with Ordinal Responses
作者 黃柏僩
Huang, Po-Hsien
貢獻者 心理系
日期 2020-08
上傳時間 10-八月-2021 16:45:04 (UTC+8)
摘要 Statistical modeling with sparsity has become an active research topic in the fields of statistics and machine learning. Because the true sparsity pattern of a model is generally unknown aforehand, it is often explored by a sparse estimation procedure, like least absolute shrinkage and selection operator (lasso). In this study, a penalized least squares (PLS) method for structural equation modeling (SEM) with ordinal data is developed. PLS describes data generation by an underlying response approach, and uses a least squares (LS) fitting function to construct a penalized estimation criterion. A numerical simulation was used to compare PLS with existing penalized likelihood (PL) in terms of averaged mean square error, absolute bias, and the correctness of the model. Based on these empirical findings, a hybrid PLS was also proposed to improve both PL and PLS. The hybrid PLS first chooses an optimal sparsity pattern by PL, then estimates model parameters by an unpenalized LS under the model selected by PL. We also extended PLS to cases of mixed type data and multi-group analysis. All proposed methods could be realized in the R package lslx.
關聯 Multivariate Behavioral Research, Vol.57, No.2-3, pp.279-297
資料類型 article
DOI https://doi.org/10.1080/00273171.2020.1820309
dc.contributor 心理系-
dc.creator (作者) 黃柏僩-
dc.creator (作者) Huang, Po-Hsien-
dc.date (日期) 2020-08-
dc.date.accessioned 10-八月-2021 16:45:04 (UTC+8)-
dc.date.available 10-八月-2021 16:45:04 (UTC+8)-
dc.date.issued (上傳時間) 10-八月-2021 16:45:04 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/136776-
dc.description.abstract (摘要) Statistical modeling with sparsity has become an active research topic in the fields of statistics and machine learning. Because the true sparsity pattern of a model is generally unknown aforehand, it is often explored by a sparse estimation procedure, like least absolute shrinkage and selection operator (lasso). In this study, a penalized least squares (PLS) method for structural equation modeling (SEM) with ordinal data is developed. PLS describes data generation by an underlying response approach, and uses a least squares (LS) fitting function to construct a penalized estimation criterion. A numerical simulation was used to compare PLS with existing penalized likelihood (PL) in terms of averaged mean square error, absolute bias, and the correctness of the model. Based on these empirical findings, a hybrid PLS was also proposed to improve both PL and PLS. The hybrid PLS first chooses an optimal sparsity pattern by PL, then estimates model parameters by an unpenalized LS under the model selected by PL. We also extended PLS to cases of mixed type data and multi-group analysis. All proposed methods could be realized in the R package lslx.-
dc.format.extent 3798660 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Multivariate Behavioral Research, Vol.57, No.2-3, pp.279-297-
dc.title (題名) Penalized Least Squares for Structural Equation Modeling with Ordinal Responses-
dc.type (資料類型) article-
dc.identifier.doi (DOI) 10.1080/00273171.2020.1820309-
dc.doi.uri (DOI) https://doi.org/10.1080/00273171.2020.1820309-