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Maximum likelihood estimation of multilevel structural equation models with random slopes for latent covariates. (English) Zbl 1458.62275
Summary: A maximum likelihood estimation routine for two-level structural equation models with random slopes for latent covariates is presented. Because the likelihood function does not typically have a closed-form solution, numerical integration over the random effects is required. The routine relies upon a method proposed by du S. H. C. du Toit and R. Cudeck [Psychometrika 74, No. 1, 65–82 (2009; Zbl 1284.62778)] for reformulating the likelihood function so that an often large subset of the random effects can be integrated analytically, reducing the computational burden of high-dimensional numerical integration. The method is demonstrated and assessed using a small-scale simulation study and an empirical example.
MSC:
62P15 Applications of statistics to psychology
62F12 Asymptotic properties of parametric estimators
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