解读非递归结构方程模型中LISREL对解释方差的估计

Interpreting LISREL Estimates of Explained Variance in Nonrecursive Structural Equation Models

Journal of Marketing Research · 1986
被引 14
FT 50UTD 24ABS 4★

中文导读

比较了LISREL与非递归结构方程模型解释方差的其他计算方法,发现LISREL的估计受方程扰动项影响,提醒在存在反馈回路或跨方程误差相关时需谨慎解读。

Abstract

The LISREL method of computing explained variance for nonrecursive structural equation models is compared with alternative computational procedures. Explained variance estimates produced by LISREL are shown to be influenced by equation disturbance terms in nonrecursive models. The analysis demonstrates the need for caution in interpreting explained variance estimates in models with reciprocal feedback loops and/or errors correlated across equations.

结构方程模型计量经济学统计学应用数学