Premium
Bayesian analysis for finite mixture in non‐recursive non‐linear structural equation models
Author(s) -
Li Yong,
Wang HaiZhong
Publication year - 2010
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1348/000711009x466367
Subject(s) - markov chain monte carlo , latent variable , gibbs sampling , markov chain , bayesian probability , metropolis–hastings algorithm , computer science , mathematics , bayesian inference , algorithm , mathematical optimization , artificial intelligence , machine learning
This paper considers finite mixtures of structural equation models with non‐linear effects of exogenous latent variables and non‐recursive relations among endogenous latent variables. A Bayesian approach is developed to analyse this kind of model. In order to cope with the label switching problem, the permutation sampler is used to choose an appropriate identification constraint. Furthermore, a hybrid Markov chain Monte Carlo method that combines the Gibbs sampler, Metropolis–Hastings algorithm, and Langevin–Hastings algorithm is implemented to produce the Bayesian outputs. Finally, the proposed approach is illustrated by a simulation study and a real example.