Shopping for Efficient Confidence Intervals in Structural Equation Models
by Donna L. Mohr and Yong Xu.
Abstract:
Most users of Structural Equation Models are aware that Wald-type standard errors for parameter
estimates can vary remarkably depending on the arbitrary choice of how the scale is identified. A simple
example shows that confidence intervals based on the likelihood ratio exhibit the same problem. A series of
examples suggests that shopping for the scale identification that gives the best relative precision for a
certain parameter has very little negative impact on coverage probabilities, and can yield
substantially tighter confidence intervals.
Key Words:
structural equation models, SEM, likelihood ratio, scale identification, confidence intervals
Authors:
Donna L. Mohr, dmohr@unf.edu
Yong Xu, xuyong007@hotmail.com
Editor:
Dayanand Naik, dnaik@odu.edu
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