IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v152y2016icp190-205.html
   My bibliography  Save this article

Latent variable selection in structural equation models

Author

Listed:
  • Zhang, Yan-Qing
  • Tian, Guo-Liang
  • Tang, Nian-Sheng

Abstract

Structural equation models (SEMs) are often formulated using a prespecified parametric structural equation. In many applications, however, the formulation of the structural equation is unknown, and its misspecification may lead to unreliable statistical inference. This paper develops a general SEM in which latent variables are linearly regressed on themselves, thereby avoiding the need to specify outcome/explanatory latent variables. A penalized likelihood method with a proper penalty function is proposed to simultaneously select latent variables and estimate the coefficient matrix in formulating the structural equation. Under some regularity conditions, we show the consistency and the oracle property of the proposed estimators. We also develop an expectation/conditional maximization (ECM) algorithm involving a minorization–maximization algorithm that facilitates the second M-step. Simulation studies are performed and a real data set is analyzed to illustrate the proposed methods.

Suggested Citation

  • Zhang, Yan-Qing & Tian, Guo-Liang & Tang, Nian-Sheng, 2016. "Latent variable selection in structural equation models," Journal of Multivariate Analysis, Elsevier, vol. 152(C), pages 190-205.
    • Handle: RePEc:eee:jmvana:v:152:y:2016:i:c:p:190-205
    DOI: 10.1016/j.jmva.2016.08.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X16300689
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2016.08.004?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
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Zou, Hui, 2006. "The Adaptive Lasso and Its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1418-1429, December.
    2. Xin-Yuan Song & Zhao-Hua Lu & Jing-Heng Cai & Edward Ip, 2013. "A Bayesian Modeling Approach for Generalized Semiparametric Structural Equation Models," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 624-647, October.
    3. Xin-Yuan Song & Sik-Yum Lee, 2002. "Analysis of structural equation model with ignorable missing continuous and polytomous data," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 261-288, June.
    4. Sik-Yum Lee & Hong-Tu Zhu, 2002. "Maximum likelihood estimation of nonlinear structural equation models," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 189-210, June.
    5. Kauermann G. & Carroll R.J., 2001. "A Note on the Efficiency of Sandwich Covariance Matrix Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1387-1396, December.
    6. Howard D. Bondell & Arun Krishna & Sujit K. Ghosh, 2010. "Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models," Biometrics, The International Biometric Society, vol. 66(4), pages 1069-1077, December.
    7. Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
    8. Lee, Sik-Yum & Song, Xin-Yuan, 2003. "Maximum likelihood estimation and model comparison of nonlinear structural equation models with continuous and polytomous variables," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 125-142, October.
    9. Freedman, David A., 2006. "On The So-Called "Huber-Sandwich Estimator" and "Robust Standard Errors"," The American Statistician, American Statistical Association, vol. 60, pages 299-302, November.
    10. Sik-Yum Lee & Xin-Yuan Song, 2003. "Model comparison of nonlinear structural equation models with fixed covariates," Psychometrika, Springer;The Psychometric Society, vol. 68(1), pages 27-47, March.
    11. Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
    12. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    13. Hansheng Wang & Runze Li & Chih-Ling Tsai, 2007. "Tuning parameter selectors for the smoothly clipped absolute deviation method," Biometrika, Biometrika Trust, vol. 94(3), pages 553-568.
    14. Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qingliang Fan & Yaqian Wu, 2020. "Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments," Papers 2006.14998, arXiv.org.
    2. Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori, 2013. "Tuning parameter selection in sparse regression modeling," Computational Statistics & Data Analysis, Elsevier, vol. 59(C), pages 28-40.
    3. Matsui, Hidetoshi, 2014. "Variable and boundary selection for functional data via multiclass logistic regression modeling," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 176-185.
    4. Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023. "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, vol. 237(2).
    5. Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
    6. Yize Zhao & Matthias Chung & Brent A. Johnson & Carlos S. Moreno & Qi Long, 2016. "Hierarchical Feature Selection Incorporating Known and Novel Biological Information: Identifying Genomic Features Related to Prostate Cancer Recurrence," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1427-1439, October.
    7. Capanu, Marinela & Giurcanu, Mihai & Begg, Colin B. & Gönen, Mithat, 2023. "Subsampling based variable selection for generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 184(C).
    8. Joseph G. Ibrahim & Hongtu Zhu & Ramon I. Garcia & Ruixin Guo, 2011. "Fixed and Random Effects Selection in Mixed Effects Models," Biometrics, The International Biometric Society, vol. 67(2), pages 495-503, June.
    9. Loann David Denis Desboulets, 2018. "A Review on Variable Selection in Regression Analysis," Econometrics, MDPI, vol. 6(4), pages 1-27, November.
    10. Simona Buscemi & Antonella Plaia, 2020. "Model selection in linear mixed-effect models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 529-575, December.
    11. Zhang, Tonglin, 2024. "Variables selection using L0 penalty," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    12. Takumi Saegusa & Tianzhou Ma & Gang Li & Ying Qing Chen & Mei-Ling Ting Lee, 2020. "Variable Selection in Threshold Regression Model with Applications to HIV Drug Adherence Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(3), pages 376-398, December.
    13. Sophie Lambert-Lacroix & Laurent Zwald, 2016. "The adaptive BerHu penalty in robust regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(3), pages 487-514, September.
    14. Huicong Yu & Jiaqi Wu & Weiping Zhang, 2024. "Simultaneous subgroup identification and variable selection for high dimensional data," Computational Statistics, Springer, vol. 39(6), pages 3181-3205, September.
    15. Mojtaba Ganjali & Taban Baghfalaki, 2018. "Application of Penalized Mixed Model in Identification of Genes in Yeast Cell-Cycle Gene Expression Data," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(2), pages 38-41, April.
    16. Wentao Wang & Jiaxuan Liang & Rong Liu & Yunquan Song & Min Zhang, 2022. "A Robust Variable Selection Method for Sparse Online Regression via the Elastic Net Penalty," Mathematics, MDPI, vol. 10(16), pages 1-18, August.
    17. Zanhua Yin, 2020. "Variable selection for sparse logistic regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(7), pages 821-836, October.
    18. Benjamin Poignard, 2020. "Asymptotic theory of the adaptive Sparse Group Lasso," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(1), pages 297-328, February.
    19. Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes, 2023. "Machine learning advances for time series forecasting," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 76-111, February.
    20. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.

    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:eee:jmvana:v:152:y:2016:i:c:p:190-205. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    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.