IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v49y1995i3p362-377.html
   My bibliography  Save this article

Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother

Author

Listed:
  • R. A. R. G. Jansen
  • J. H. L. Oud

Abstract

Longitudinal data sets with the structure T(time points) ×N(subjects) are often incomplete because of data missing for certain subjects at certain time points. The EM algorithm is applied in conjunction with the Kalman smoother for computing maximum likelihood estimates of longitudinal LISREL models from varying missing data patterns. The iterative procedure uses the LISREL program in the M‐step and the Kalman smoother in the E‐step. The application of the method is illustrated by simulating missing data on a data set from educational research.

Suggested Citation

  • R. A. R. G. Jansen & J. H. L. Oud, 1995. "Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(3), pages 362-377, November.
    • Handle: RePEc:bla:stanee:v:49:y:1995:i:3:p:362-377
    DOI: 10.1111/j.1467-9574.1995.tb01475.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1995.tb01475.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1995.tb01475.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Johan Oud & Robert Jansen, 2000. "Continuous time state space modeling of panel data by means of sem," Psychometrika, Springer;The Psychometric Society, vol. 65(2), pages 199-215, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:49:y:1995:i:3:p:362-377. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.