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两层结构方程模型的估计和渐近性质
引用本文:王树佳 丁凡. 两层结构方程模型的估计和渐近性质[J]. 深圳大学学报(理工版), 1997, 14(1): 55-62
作者姓名:王树佳 丁凡
作者单位:深圳大学软科学系
摘    要:针对第一层样本为小样本和非平衡设计的两层结构方程模型,研究了直接最大似然估计法和广义最小二乘估计法.在正态分布的假设下,探讨了结构参数估计量的渐近性质.

关 键 词:两层结构方程模型;最大似然估计;广义最小二乘估计

Estimation and Asymptotic Properties of Two-Level Structural Equation Models
Wang Shujia and Ding Fan Dept.of Soft Science Shenzhen University Shenzhen P.R.China. Estimation and Asymptotic Properties of Two-Level Structural Equation Models[J]. Journal of Shenzhen University(Science &engineering), 1997, 14(1): 55-62
Authors:Wang Shujia and Ding Fan Dept.of Soft Science Shenzhen University Shenzhen P.R.China
Affiliation:Wang Shujia and Ding Fan Dept.of Soft Science Shenzhen University Shenzhen 518060 P.R.China
Abstract:A two-level structural equaton model with small level-one samples and unbalance design is investigated.Under the assumption of normality,the maximum likelihood and generalized least-squares procedures are employed to analyze the mode.Asymptotic properties of the estimators are studied.
Keywords:two-level structural equation model  maximum likelihood  generalized least-squares  
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