IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v28y2013i4p1385-1452.html
   My bibliography  Save this article

Linear latent variable models: the lava-package

Author

Listed:

Abstract

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation interface covering a broad range of non-linear generalized structural equation models is described. The model and software are demonstrated in data of measurements of the serotonin transporter in the human brain. Copyright Springer-Verlag 2013

Suggested Citation

  • Klaus Holst & Esben Budtz-Jørgensen, 2013. "Linear latent variable models: the lava-package," Computational Statistics, Springer, vol. 28(4), pages 1385-1452, August.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:4:p:1385-1452
    DOI: 10.1007/s00180-012-0344-y
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-012-0344-y
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-012-0344-y?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. Angrist, Joshua D, 2001. "Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 2-16, January.
    2. Caffo, Brian & Griswold, Michael, 2006. "A User-Friendly Introduction to Link-Probit-Normal Models," The American Statistician, American Statistical Association, vol. 60, pages 139-145, May.
    3. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    4. Kenneth Bollen, 1996. "An alternative two stage least squares (2SLS) estimator for latent variable equations," Psychometrika, Springer;The Psychometric Society, vol. 61(1), pages 109-121, March.
    5. Rick L. Williams, 2000. "A Note on Robust Variance Estimation for Cluster-Correlated Data," Biometrics, The International Biometric Society, vol. 56(2), pages 645-646, June.
    6. Sanchez, Brisa N. & Budtz-Jorgensen, Esben & Ryan, Louise M. & Hu, Howard, 2005. "Structural Equation Models: A Review With Applications to Environmental Epidemiology," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1443-1455, December.
    7. Steven Boker & Michael Neale & Hermine Maes & Michael Wilde & Michael Spiegel & Timothy Brick & Jeffrey Spies & Ryne Estabrook & Sarah Kenny & Timothy Bates & Paras Mehta & John Fox, 2011. "OpenMx: An Open Source Extended Structural Equation Modeling Framework," Psychometrika, Springer;The Psychometric Society, vol. 76(2), pages 306-317, April.
    8. Angrist, Joshua D, 2001. "Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 27-28, January.
    9. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2004. "Generalized multilevel structural equation modeling," Psychometrika, Springer;The Psychometric Society, vol. 69(2), pages 167-190, June.
    Full references (including those not matched with items on IDEAS)

    Citations

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


    Cited by:

    1. Soriano, José Luis & Mejía-Trejo, Juan, 2022. "Modelado de Ecuaciones Estructurales en el campo de las Ciencias de la Administración [Structural Equations Modeling in the Management Sciences]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 33(1), pages 242-263, June.
    2. Brice Ozenne & Esben Budtz-Jørgensen & Sebastian Elgaard Ebert, 2023. "Controlling the familywise error rate when performing multiple comparisons in a linear latent variable model," Computational Statistics, Springer, vol. 38(1), pages 1-23, March.
    3. Popovic, Gordana C. & Hui, Francis K.C. & Warton, David I., 2018. "A general algorithm for covariance modeling of discrete data," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 86-100.
    4. Brice Ozenne & Patrick M. Fisher & Esben Budtz‐J⊘rgensen, 2020. "Small sample corrections for Wald tests in latent variable models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 841-861, August.

    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. Thierry Magnac & Eric Maurin, 2008. "Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 835-864.
    2. Steven Andrew Culpepper & Herman Aguinis & Justin L. Kern & Roger Millsap, 2019. "High-Stakes Testing Case Study: A Latent Variable Approach for Assessing Measurement and Prediction Invariance," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 285-309, March.
    3. Augusto Mendoza Calderón, 2017. "El Efecto del Empleo sobre la Violencia Doméstica: Evidencia para las Mujeres Peruanas," Working Papers 99, Peruvian Economic Association.
    4. Sastry, Narayan & Gregory, Jesse, 2013. "The effect of Hurricane Katrina on the prevalence of health impairments and disability among adults in New Orleans: Differences by age, race, and sex," Social Science & Medicine, Elsevier, vol. 80(C), pages 121-129.
    5. Cawley, John & Markowitz, Sara & Tauras, John, 2004. "Lighting up and slimming down: the effects of body weight and cigarette prices on adolescent smoking initiation," Journal of Health Economics, Elsevier, vol. 23(2), pages 293-311, March.
    6. René Algesheimer & Sharad Borle & Utpal M. Dholakia & Siddharth S. Singh, 2010. "The Impact of Customer Community Participation on Customer Behaviors: An Empirical Investigation," Marketing Science, INFORMS, vol. 29(4), pages 756-769, 07-08.
    7. Bratti, Massimiliano & Mendola, Mariapia, 2014. "Parental health and child schooling," Journal of Health Economics, Elsevier, vol. 35(C), pages 94-108.
    8. Guillermo Cruces & Sebastian Galiani, 2003. "Generalizing the Causal Effect of Fertility on Female Labor Supply," Labor and Demography 0310002, University Library of Munich, Germany.
    9. Fabio Sabatini & Francesco Sarracino, 2015. "Keeping up with the e-Joneses: Do online social networks raise social comparisons?," Papers 1507.08863, arXiv.org.
    10. Mariapia Mendola, 2004. "Migration and Technological Change in Rural Households: Complements or Substitutes?," Development Working Papers 195, Centro Studi Luca d'Agliano, University of Milano.
    11. Momi Dahan & Udi Nisan, 2010. "The effect of benefits level on take-up rates: evidence from a natural experiment," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 17(2), pages 151-173, April.
    12. Giorgio Di Pietro, 2018. "The academic impact of natural disasters: evidence from L’Aquila earthquake," Education Economics, Taylor & Francis Journals, vol. 26(1), pages 62-77, January.
    13. Park, Cheolsung & Kang, Changhui, 2008. "Does education induce healthy lifestyle?," Journal of Health Economics, Elsevier, vol. 27(6), pages 1516-1531, December.
    14. Joshua D. Angrist, 2004. "Treatment effect heterogeneity in theory and practice," Economic Journal, Royal Economic Society, vol. 114(494), pages 52-83, March.
    15. Stefan Boes & Michael Gerfin, 2016. "Does Full Insurance Increase the Demand for Health Care?," Health Economics, John Wiley & Sons, Ltd., vol. 25(11), pages 1483-1496, November.
    16. Steffen Reinhold & Hendrik Jürges, 2010. "Secondary school fees and the causal effect of schooling on health behavior," Health Economics, John Wiley & Sons, Ltd., vol. 19(8), pages 994-1001, August.
    17. Max Groneck & Frederic Krehl, 2014. "Bequests and Informal Long-Term Care: Evidence from the HRS Exit Interviews," Working Paper Series in Economics 79, University of Cologne, Department of Economics.
    18. Byrne, Paul F., 2005. "Strategic interaction and the adoption of tax increment financing," Regional Science and Urban Economics, Elsevier, vol. 35(3), pages 279-303, May.
    19. Mathenge, Mary K. & Smale, Melinda & Olwande, John, 2012. "The Impact of Maize Hybrids on Income, Poverty, and Inequality among Smallholder Farmers in Kenya," Food Security International Development Working Papers 146931, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    20. Lahiri, Bidisha & Ali, Haider, 2022. "Inspections, informal payments and tax payments by firms," Finance Research Letters, Elsevier, vol. 46(PA).

    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:spr:compst:v:28:y:2013:i:4:p:1385-1452. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.