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Michael Nagel; Lukas Fischer; Tim Pawlowski; Augustin Kelava – Structural Equation Modeling: A Multidisciplinary Journal, 2024
Bayesian estimations of complex regression models with high-dimensional parameter spaces require advanced priors, capable of addressing both sparsity and multicollinearity in the data. The Dirichlet-horseshoe, a new prior distribution that combines and expands on the concepts of the regularized horseshoe and the Dirichlet-Laplace priors, is a…
Descriptors: Bayesian Statistics, Regression (Statistics), Computation, Statistical Distributions
Meng Qiu; Ke-Hai Yuan – Structural Equation Modeling: A Multidisciplinary Journal, 2024
Latent class analysis (LCA) is a widely used technique for detecting unobserved population heterogeneity in cross-sectional data. Despite its popularity, the performance of LCA is not well understood. In this study, we evaluate the performance of LCA with binary data by examining classification accuracy, parameter estimation accuracy, and coverage…
Descriptors: Classification, Sample Size, Monte Carlo Methods, Social Science Research
Haiyan Liu; Sarah Depaoli; Lydia Marvin – Structural Equation Modeling: A Multidisciplinary Journal, 2022
The deviance information criterion (DIC) is widely used to select the parsimonious, well-fitting model. We examined how priors impact model complexity (pD) and the DIC for Bayesian CFA. Study 1 compared the empirical distributions of pD and DIC under multivariate (i.e., inverse Wishart) and separation strategy (SS) priors. The former treats the…
Descriptors: Structural Equation Models, Bayesian Statistics, Goodness of Fit, Factor Analysis