

Modeling methods_Simultaneous Eq's_Ca... 

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Vivo Gharib posted on Monday, February 01, 2016  7:23 am



Dear Dr. Muthen A]My research: A System of 3 Simultaneous Eq's with 3 endog responses which r binary & ordinal & r observed. I am hypothesizing a simultaneous relationship between them. Crosssectional study. Sample size 500. Suppose the system is identified. B]My Objective: to model my sys. by at least 2 modeling techniques & choose the best, referring to the theoretical framework. I am very new with this topic. I need to confirm correctness of some deduced points: 1)Simultaneous Eq's in case of categ responses can be modeled by: a) Traditional regression methods using the approach of the Generalized Linear Modeling b) Regression methods using the approach of Latent Response Formulation c) Path Analysis d) SEM 2)In (a&b) no mediation nor latent construct analysis 3)Estimation methods for (a) & for (b) r the same e.g. 2stage IV, 3stage IV, LIML, FIML, C]My questions for you: 1)If I don't do mediation analysis in (c&d) nor latent construct analysis in (d), will the 4 techniques give similar results about: the estimators' significance, the estimators' values & the MSE? & then the comparison doesn't make sense. 2)In contrast, if I do the mentioned analyses, & in (a&b) the latent constructs r created by traditional factor analysis, will the 4 tech.'s give different results? Best Regards 


If you just have 3 equations with no crossequation restrictions or any path analysis going on, I think your ML (or Bayes) solution when analyzing all 3 together in one run will be the same as doing the 3 separately. I don't know how the 4 estimators compare. 

Vivo Gharib posted on Tuesday, February 02, 2016  6:32 pm



Dear Dr. Muthen I think my message wasn't clear enough. Suppose my system of the 3 simultaneous equations is: Y1 = f1 (Y2, Y3, X1) Y2 = f2 (Y1, Y3, X2) Y3 = f3 (Y2, X3) Y1 & Y2 are ordinal, Y3 is binary X1 , X2 , and X3 are vectors of indep. variables. They contain similar and different x's of each others. I plan to model the system using each of the 4 techniques of modeling (mentioned in my past message), then choose the best among them (the one that match the theoretical framework of my variables). N.B.: I mean by methods (a & b) the traditional modeling methods of the response processes in the simultaneous eq. context, where 2 or 3 stage instrumental var's estimation technniques are used. My question: is it known already in the literature that these 4 techniques of modeling give similar (or different) results (estimators' significance, estimators' values & the MSE)? Waiting for the help. 

Vivo Gharib posted on Tuesday, February 02, 2016  6:54 pm



sorry, Dr. Muthen, when you read my second message please read this clarification too: * I mean by method (c) that i'll allow for a mediation analysis in it. * I mean by method (d) that i will allow for a mediation analysis and a latent constructs (factors) analysis in it. * In methods (a) & (b), i will create the latent constructs by the traditional factor analysis & then i'll embed them in the simultaneous equations as explanatory variables. Then no mediation analysis nor latent constructs (factors) analysis are allowed in methods (a & b). * The famous estimation methods that maybe i'll try with (a & b) are 2stage IV, 3stage IV, & also Limited Inforamation Maximum Likelihood (LIML), and Full Information Maximum Likelihood (FIML). While for techniques (c & d), i'll try the Covariancebased estimation methods (i haven't studied yet) and maybe the Constructbased estimation methods e.g. the Partial Least Squares (PLS). Waiting for the help. 

Vivo Gharib posted on Wednesday, February 03, 2016  6:06 pm



Dear Dr. Bengt O. Muthen, Dr. Linda K. Muthen, and anybody who may help, I need any help, advice, or comments on my research problem, please. Please have a look on my past 3 messages. Waiting for any help. Many thanks in advance. 


I don't know the answers to these research questions. Perhaps you can ask on SEMNET. 

Vivo Gharib posted on Friday, February 05, 2016  12:08 am



Thank you very much for the reply. 

Vivo Gharib posted on Wednesday, February 10, 2016  3:29 pm



Dear Dr. Bengt, You have kindly guided me to the SEMNET forum. Then, I have seen there an old message (from the year 2005), stating that the following model (#1) can't be handled by any SEM software even Mplus. The stated reasons are: the model is nonrecursive, having more than 2 responses, and the responses are noncontinuous. My question: is it still impossible to handle Model #1 using later editions of Mplus. And, what about Models #2 & #3, can Mplus handle them? Model #1 Y1 = f1 (Y2, Y3, X1) Y2 = f2 (Y3, X2) Y3 = f3 (Y2, X3) Where, Y1 & Y2 are ordered categorical (ordinal) variables, and Y3 is binary (dichotomous) variable X1 , X2 , and X3 are vectors of independent (continuous & noncontinuous) variables. They contain similar and different x's of each others. f1, f2, f3 are the suitable functions. CrossSectional analysis, Sample size 500. Suppose the model specification has passed the identification test. Model #2 (recursive) Y1 = f1 (Y2, Y3, X1) Y2 = f2 (X2) Y3 = f3 (Y2, X3) With same definitions as in Model #1 Model #3 Y1 = f1 (Y2, Y3, X1) Y2 = f2 (Y1, Y3, X2) Y3 = f3 (Y1, Y2, X3) With same definitions as in Model #1 Your help is highly appreciated. 


See our FAQ: Nonrecursive model not consistent 

Vivo Gharib posted on Wednesday, February 10, 2016  6:20 pm



Dear Professor .. thank you very much indeed. I have read the info file, and that is exactly what I have needed to know. I am so grateful for your kind help. Best Regards, Vivo 

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