Stagewise estimation for regression analysis when independent variables are latent variables

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1 Citation (Scopus)

Abstract

Psychological research often deals with psychological constructs that cannot be directly measured. Thus independent variables of regression analysis for an observable dependent variable are sometimes latent variables (factors) that are defined independently of the dependent variable. In this study we pointed out the problem associated with the use of factor analysis for the combined set of dependent variable and independent variables in such a cases; that is, the derived factors are different from those originally intended, and the true regression parameters cannot be reproduced. We proposed a stagewise estimation method to solve the problem. This method estimates parameters of measurement equation in the first stage, and then estimates parameters of structural equation in the second stage. Our proposed method enables calculation of standard errors of estimators using Bootstrapping method. Numerical studies showed that the proposed method improves the estimation efficiency over the conventional methods, and provides estimates which are robust with respect to misspecification of model.

Original languageEnglish
Pages (from-to)218-226
Number of pages9
JournalShinrigaku Kenkyu
Volume74
Issue number3
DOIs
Publication statusPublished - 2003 Aug
Externally publishedYes

Keywords

  • Consistency of stagewise estimation
  • Factor analysis
  • Factorial invariance
  • Robustness
  • Structural equation modeling

ASJC Scopus subject areas

  • Psychology(all)

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