About the authors |
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xiii | |
Preface |
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xv | |
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1 | (15) |
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1.1 Observed and latent variables |
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1 | (2) |
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1.2 Structural equation model |
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3 | (1) |
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1.3 Objectives of the book |
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3 | (1) |
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1.4 The Bayesian approach |
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4 | (1) |
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1.5 Real data sets and notation |
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5 | (2) |
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Appendix 1.1 Information on real data sets |
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7 | (7) |
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14 | (2) |
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2 Basic concepts and applications of structural equation models |
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16 | (18) |
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16 | (1) |
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17 | (6) |
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2.2.1 Measurement equation |
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18 | (1) |
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2.2.2 Structural equation and one extension |
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19 | (1) |
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2.2.3 Assumptions of linear SEMs |
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20 | (1) |
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2.2.4 Model identification |
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21 | (1) |
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22 | (1) |
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2.3 SEMs with fixed covariates |
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23 | (2) |
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23 | (1) |
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2.3.2 An artificial example |
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24 | (1) |
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25 | (4) |
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2.4.1 Basic nonlinear SEMs |
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25 | (2) |
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2.4.2 Nonlinear SEMs with fixed covariates |
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27 | (2) |
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29 | (1) |
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2.5 Discussion and conclusions |
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29 | (4) |
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33 | (1) |
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3 Bayesian methods for estimating structural equation models |
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34 | (30) |
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34 | (1) |
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3.2 Basic concepts of the Bayesian estimation and prior distributions |
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35 | (5) |
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3.2.1 Prior distributions |
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36 | (1) |
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3.2.2 Conjugate prior distributions in Bayesian analyses of SEMs |
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37 | (3) |
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3.3 Posterior analysis using Markov chain Monte Carlo methods |
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40 | (3) |
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3.4 Application of Markov chain Monte Carlo methods |
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43 | (2) |
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3.5 Bayesian estimation via WinBUGS |
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45 | (8) |
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Appendix 3.1 The gamma, inverted gamma, Wishart, and inverted Wishart distributions and their characteristics |
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53 | (1) |
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Appendix 3.2 The Metropolis-Hastings algorithm |
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54 | (1) |
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Appendix 3.3 Conditional distributions [ Ω|Y, θ] and [ θ|Y, Ω] |
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55 | (3) |
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Appendix 3.4 Conditional distributions [ Ω|Y, θ] and [ θ|Y, Ω] in nonlinear SEMs with covariates |
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58 | (2) |
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Appendix 3.5 WinBUGS code |
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60 | (1) |
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Appendix 3.6 R2WinBUGS code |
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61 | (1) |
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62 | (2) |
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4 Bayesian model comparison and model checking |
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64 | (22) |
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64 | (1) |
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65 | (8) |
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67 | (3) |
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70 | (3) |
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4.3 Other model comparison statistics |
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73 | (3) |
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4.3.1 Bayesian information criterion and Akaike information criterion |
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73 | (1) |
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4.3.2 Deviance information criterion |
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74 | (1) |
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75 | (1) |
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76 | (2) |
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4.5 Goodness of lit and model checking methods |
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78 | (2) |
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4.5.1 Posterior predictive p-value |
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78 | (1) |
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78 | (2) |
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Appendix 4.1 WinBUGS code |
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80 | (1) |
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Appendix 4.2 R code in Bayes factor example |
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81 | (2) |
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Appendix 4.3 Posterior predictive p-value for model assessment |
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83 | (1) |
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83 | (3) |
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5 Practical structural equation models |
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86 | (44) |
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86 | (1) |
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5.2 SEMs with continuous and ordered categorical variables |
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86 | (9) |
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86 | (2) |
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88 | (2) |
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90 | (1) |
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5.2.4 Application: Bayesian analysis of quality of life data |
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90 | (4) |
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5.2.5 SEMs with dichotomous variables |
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94 | (1) |
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5.3 SEMs with variables from exponential family distributions |
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95 | (7) |
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95 | (1) |
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5.3.2 The SEM framework with exponential family distributions |
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96 | (1) |
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97 | (1) |
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98 | (4) |
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5.4 SEMs with missing data |
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102 | (13) |
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102 | (1) |
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5.4.2 SEMs with missing data that are MAR |
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103 | (2) |
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5.4.3 An illustrative example |
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105 | (3) |
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5.4.4 Nonlinear SEMs with nonignorable missing data |
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108 | (3) |
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5.4.5 An illustrative real example |
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111 | (4) |
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Appendix 5.1 Conditional distributions and implementation of the MH algorithm for SEMs with continuous and ordered categorical variables |
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115 | (4) |
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Appendix 5.2 Conditional distributions and implementation of MH algorithm for SEMs with EFDs |
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119 | (3) |
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Appendix 5.3 WinBUGS code related to section 5.3.4 |
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122 | (1) |
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Appendix 5.4 R2WinBUGS code related to section 5.3.4 |
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123 | (3) |
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Appendix 5.5 Conditional distributions for SEMs with nonignorable missing data |
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126 | (1) |
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127 | (3) |
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6 Structural equation models with hierarchical and multisample data |
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130 | (32) |
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130 | (1) |
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6.2 Two-level structural equation models |
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131 | (10) |
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6.2.1 Two-level nonlinear SEM with mixed type variables |
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131 | (2) |
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133 | (3) |
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6.2.3 Application: Filipina CSWs study |
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136 | (5) |
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6.3 Structural equation models with multisample data |
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141 | (9) |
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6.3.1 Bayesian analysis of a nonlinear SEM in different groups |
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143 | (4) |
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6.3.2 Analysis of multisample quality of life data via WinBUGS |
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147 | (3) |
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Appendix 6.1 Conditional distributions: Two-level nonlinear SEM |
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150 | (3) |
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Appendix 6.2 The MH algorithm: Two-level nonlinear SEM |
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153 | (2) |
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Appendix 6.3 PP p-value for two-level nonlinear SEM with mixed continuous and ordered categorical variables |
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155 | (1) |
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Appendix 6.4 WinBUGS code |
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156 | (2) |
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Appendix 6.5 Conditional distributions: Multisample SEMs |
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158 | (2) |
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160 | (2) |
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7 Mixture structural equation models |
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162 | (34) |
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162 | (1) |
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163 | (15) |
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163 | (1) |
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7.2.2 Bayesian estimation |
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164 | (4) |
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7.2.3 Analysis of an artificial example |
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168 | (2) |
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7.2.4 Example from the world values survey |
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170 | (3) |
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7.2.5 Bayesian model comparison of mixture SEMs |
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173 | (3) |
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7.2.6 An illustrative example |
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176 | (2) |
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7.3 A Modified mixture SEM |
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178 | (11) |
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178 | (2) |
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7.3.2 Bayesian estimation |
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180 | (2) |
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7.3.3 Bayesian model selection using a modified DIC |
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182 | (1) |
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7.3.4 An illustrative example |
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183 | (6) |
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Appendix 7.1 The permutation sampler |
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189 | (1) |
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Appendix 7.2 Searching for identifiability constraints |
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190 | (1) |
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Appendix 7.3 Conditional distributions: Modified mixture SEMs |
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191 | (3) |
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194 | (2) |
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8 Structural equation modeling for latent curve models |
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196 | (28) |
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196 | (1) |
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8.2 Background to the real studies |
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197 | (2) |
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8.2.1 A longitudinal study of quality of life of stroke survivors |
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197 | (1) |
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8.2.2 A longitudinal study of cocaine use |
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198 | (1) |
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199 | (6) |
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8.3.1 Basic latent curve models |
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199 | (1) |
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8.3.2 Latent curve models with explanatory latent variables |
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200 | (1) |
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8.3.3 Latent curve models with longitudinal latent variables |
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201 | (4) |
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205 | (1) |
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8.5 Applications to two longitudinal studies |
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206 | (7) |
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8.5.1 Longitudinal study of cocaine use |
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206 | (4) |
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8.5.2 Health-related quality of life for stroke survivors |
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210 | (3) |
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8.6 Other latent curve models |
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213 | (5) |
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8.6.1 Nonlinear latent curve models |
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214 | (1) |
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8.6.2 Multilevel latent curve models |
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215 | (1) |
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8.6.3 Mixture latent curve models |
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215 | (3) |
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Appendix 8.1 Conditional distributions |
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218 | (2) |
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Appendix 8.2 WinBUGS code for the analysis of cocaine use data |
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220 | (2) |
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222 | (2) |
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9 Longitudinal structural equation models |
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224 | (23) |
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224 | (2) |
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9.2 A two-level SEM for analyzing multivariate longitudinal data |
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226 | (2) |
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9.3 Bayesian analysis of the two-level longitudinal SEM |
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228 | (3) |
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9.3.1 Bayesian estimation |
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228 | (2) |
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9.3.2 Model comparison via the Lv-measure |
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230 | (1) |
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231 | (1) |
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9.5 Application: Longitudinal study of cocaine use |
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232 | (4) |
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236 | (5) |
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Appendix 9.1 Full conditional distributions for implementing the Gibbs sampler |
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241 | (3) |
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Appendix 9.2 Approximation of the Lv-measure in equation (9.9) via MCMC samples |
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244 | (1) |
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245 | (2) |
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10 Semiparametric structural equation models with continuous variables |
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247 | (24) |
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247 | (2) |
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10.2 Bayesian semiparametric hierarchical modeling of SEMs with covariates |
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249 | (2) |
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10.3 Bayesian estimation and model comparison |
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251 | (1) |
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10.4 Application: Kidney disease study |
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252 | (7) |
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259 | (6) |
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10.5.1 Simulation study of estimation |
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259 | (3) |
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10.5.2 Simulation study of model comparison |
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262 | (2) |
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10.5.3 Obtaining the Lv-measure via WinBUGS and R2WinBUGS |
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264 | (1) |
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265 | (2) |
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Appendix 10.1 Conditional distributions for parametric components |
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267 | (1) |
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Appendix 10.2 Conditional distributions for nonparametric components |
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268 | (1) |
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269 | (2) |
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11 Structural equation models with mixed continuous and unordered categorical variables |
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271 | (35) |
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271 | (1) |
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11.2 Parametric SEMs with continuous and unordered categorical variables |
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272 | (8) |
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272 | (2) |
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11.2.2 Application to diabetic kidney disease |
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274 | (2) |
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11.2.3 Bayesian estimation and model comparison |
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276 | (1) |
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11.2.4 Application to the diabetic kidney disease data |
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277 | (3) |
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11.3 Bayesian semiparametric SEM with continuous and unordered categorical variables |
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280 | (15) |
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11.3.1 Formulation of the semiparametric SEM |
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282 | (1) |
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11.3.2 Semiparametric hierarchical modeling via the Dirichlet process |
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283 | (2) |
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11.3.3 Estimation and model comparison |
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285 | (1) |
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286 | (3) |
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11.3.5 Real example: Diabetic nephropathy study |
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289 | (6) |
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Appendix 11.1 Full conditional distributions |
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295 | (3) |
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Appendix 11.2 Path sampling |
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298 | (1) |
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Appendix 11.3 A modified truncated DP related to equation (11.19) |
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299 | (1) |
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Appendix 11.4 Conditional distributions and the MH algorithm for the Bayesian semiparametric model |
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300 | (4) |
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304 | (2) |
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12 Structural equation models with nonparametric structural equations |
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306 | (35) |
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306 | (1) |
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12.2 Nonparametric SEMs with Bayesian P-splines |
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307 | (13) |
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307 | (1) |
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12.2.2 General formulation of the Bayesian P-splines |
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308 | (1) |
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12.2.3 Modeling nonparametric functions of latent variables |
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309 | (1) |
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12.2.4 Prior distributions |
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310 | (2) |
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12.2.5 Posterior inference via Markov chain Monte Carlo sampling |
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312 | (1) |
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313 | (3) |
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12.2.7 A study on osteoporosis prevention and control |
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316 | (4) |
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12.3 Generalized nonparametric structural equation models |
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320 | (11) |
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320 | (2) |
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12.3.2 Bayesian P-splines |
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322 | (2) |
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12.3.3 Prior distributions |
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324 | (1) |
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12.3.4 Bayesian estimation and model comparison |
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325 | (2) |
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12.3.5 National longitudinal surveys of youth study |
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327 | (4) |
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331 | (2) |
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Appendix 12.1 Conditional distributions and the MH algorithm: Nonparametric SEMs |
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333 | (3) |
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Appendix 12.2 Conditional distributions in generalized nonparametric SEMs |
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336 | (2) |
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338 | (3) |
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13 Transformation structural equation models |
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341 | (17) |
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341 | (1) |
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342 | (1) |
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13.3 Modeling nonparametric transformations |
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343 | (1) |
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13.4 Identifiability constraints and prior distributions |
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344 | (1) |
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13.5 Posterior inference with MCMC algorithms |
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345 | (3) |
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13.5.1 Conditional distributions |
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345 | (1) |
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13.5.2 The random-ray algorithm |
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346 | (1) |
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13.5.3 Modifications of the random-ray algorithm |
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347 | (1) |
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348 | (2) |
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13.7 A study on the intervention treatment of polydrug use |
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350 | (4) |
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354 | (1) |
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355 | (3) |
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358 | (3) |
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360 | (1) |
Index |
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361 | |