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Efficient Bayesian Structural Equation Modeling in Stan

delete2021-01-01
delete37
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OA
AI
E
Edgar C. Merkle *
E
Ellen Fitzsimmons
J
James Uanhoro
B
Ben Goodrich
DOI:10.18637/jss.v100.i06delete
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摘要

摘要

En 中文
Structural equation models comprise a large class of popular statistical models, including factor analysis models, certain mixed models, and extensions thereof. Model estimation is complicated by the fact that we typically have multiple interdependent response variables and multiple latent variables (which may also be called random effects or hidden variables), often leading to slow and inefficient posterior sampling. In this paper, we describe and illustrate a general, efficient approach to Bayesian SEM estimation in Stan, contrasting it with previous implementations in R package blavaan (Merkle and Rosseel 2018). After describing the approaches in detail, we conduct a practical comparison under multiple scenarios. The comparisons show that the new approach is clearly better. We also discuss ways that the approach may be extended to other models that are of interest to psychometricians.
Keyword:
Bayesian SEM
blavaan
JAGS
MCMC
structural equation model
Stan

期刊

Journal of Statistical Software 封面图
Journal of Statistical Software
IF:
8.1
论文数:
622
被引数:
4.6W

机构

University of Missouri System 封面图
University of Missouri System
学者数:
3.0W
论文数: 2.7W
被引数: 75
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