https://holst.it/tags/math/ Recent content in Math on Klaus K. Holst Hugo -- 0.148.2 en Fri, 19 Jun 2020 20:20:00 +0200 https://holst.it/posts/nsem/ Fri, 19 Jun 2020 20:20:00 +0200 https://holst.it/posts/nsem/ <p>ML-inference in non-linear SEMs is complex. Computational intensive methods based on numerical integration are needed and results are sensitive to distributional assumptions.</p> <p>In a recent paper: <strong>A two-stage estimation procedure for non-linear structural equation models</strong> by <em>Klaus Kähler Holst &amp; Esben Budtz-Jørgensen (<a href="https://doi.org/10.1093/biostatistics/kxy082" target="_blank">https://doi.org/10.1093/biostatistics/kxy082</a>)</em>, we consider two-stage estimators as a <strong>computationally simple alternative to MLE</strong>. Here both steps are based on linear models: first we predict the non-linear terms and then these are related to latent outcomes in the second step.</p>