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Maximum Likelihood Statistics2
Simulation2
Structural Equation Models2
Regression (Statistics)1
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Structural Equation Modeling2
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Dolan, Conor V.2
Hamaker, Ellen L.2
Molenaar, Peter C. M.2
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ARMA-Based SEM When the Number of Time Points T Exceeds the Number of Cases N: Raw Data Maximum Likelihood.
Peer reviewed Peer reviewed
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M. – Structural Equation Modeling, 2003
Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)
Descriptors: Maximum Likelihood Statistics, Simulation, Structural Equation Models
On the Nature of SEM Estimates of ARMA Parameters.
Peer reviewed Peer reviewed
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M. – Structural Equation Modeling, 2002
Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…
Descriptors: Maximum Likelihood Statistics, Regression (Statistics), Simulation, Structural Equation Models