nonlinear sem

Nonlinear latent variable models

ML-inference in non-linear SEMs is complex. Computational intensive methods based on numerical integration are needed and results are sensitive to distributional assumptions. In a recent paper: A two-stage estimation procedure for non-linear structural equation models by Klaus Kähler Holst & Esben Budtz-Jørgensen (https://doi.org/10.1093/biostatistics/kxy082), we consider two-stage estimators as a computationally simple alternative to MLE. 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. ...

June 2020 · Klaus Kähler Holst