Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models

Authors:
Nian-Sheng Tang;Xing Chen;Ying-Zi Fu
Affiliations:
Department of Statistics, Yunnan University, Kunming 650091, China;Department of Statistics, Yunnan University, Kunming 650091, China;Department of Statistics, Yunnan University, Kunming 650091, China
Venue:
Journal of Multivariate Analysis
Year:
2009

Citing 3
Cited 0

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Abstract

Non-linear structural equation models are widely used to analyze the relationships among outcomes and latent variables in modern educational, medical, social and psychological studies. However, the existing theories and methods for analyzing non-linear structural equation models focus on the assumptions of outcomes from an exponential family, and hence can't be used to analyze non-exponential family outcomes. In this paper, a Bayesian method is developed to analyze non-linear structural equation models in which the manifest variables are from a reproductive dispersion model (RDM) and/or may be missing with non-ignorable missingness mechanism. The non-ignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm is used to obtain the joint Bayesian estimates of structural parameters, latent variables and parameters in the logistic regression model, and a procedure calculating the Bayes factor for model comparison is given via path sampling. A goodness-of-fit statistic is proposed to assess the plausibility of the posited model. A simulation study and a real example are presented to illustrate the newly developed Bayesian methodologies.