Abstract
This paper presents a new statistical method and accompanying software for the evaluation of order constrained hypotheses in structural equation models (SEM). The method is based on a large sample approximation of the Bayes factor using a prior with a data-based correlational structure. An efficient algorithm is written into an R package to ensure fast computation. The package, referred to as Bain, is easy to use for applied researchers. Two classical examples from the SEM literature are used to illustrate the methodology and software.
Original language | English |
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Pages (from-to) | 1526-1553 |
Number of pages | 28 |
Journal | Journal of Statistical Computation and Simulation |
Volume | 89 |
Issue number | 8 |
DOIs | |
Publication status | Published - 24 May 2019 |
Funding
Herbert Hoijtink is supported by the Netherlands Organization for Scientific Research (NWO grant number 024.001.003). Joris Mulder was supported by a Vidi Grant of the Netherlands Organization of Scientific Research (NWO grant number 452-17-006).
Keywords
- Approximate Bayesian procedure
- Bayes factors
- order constrained hypothesis
- structural equation model