A Polychoric Instrumental Variable (PIV) Estimator for Structural Equation Models with Categorical Variables

Autor/inn/en	Bollen, Kenneth A.; Maydeu-Olivares, Albert
Titel	A Polychoric Instrumental Variable (PIV) Estimator for Structural Equation Models with Categorical Variables
Quelle	In: Psychometrika, 72 (2007) 3, S.309-326 (18 Seiten) PDF als Volltext Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Zeitschriftenaufsatz
ISSN	0033-3123
DOI	10.1007/s11336-007-9006-3
Schlagwörter	Structural Equation Models; Simulation; Robustness (Statistics); Computation; Measurement; Error of Measurement; Goodness of Fit; Generalization + Suchen Sie Ihr Suchwort? Simulation program; Simulationsprogramm; Widerstandsfähigkeit; Messverfahren; Messfehler
Abstract	This paper presents a new polychoric instrumental variable (PIV) estimator to use in structural equation models (SEMs) with categorical observed variables. The PIV estimator is a generalization of Bollen's (Psychometrika 61:109-121, 1996) 2SLS/IV estimator for continuous variables to categorical endogenous variables. We derive the PIV estimator and its asymptotic standard errors for the regression coefficients in the latent variable and measurement models. We also provide an estimator of the variance and covariance parameters of the model, asymptotic standard errors for these, and test statistics of overall model fit. We examine this estimator via an empirical study and also via a small simulation study. Our results illustrate the greater robustness of the PIV estimator to structural misspecifications than the system-wide estimators that are commonly applied in SEMs. (Author).
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Update	2017/4/10