normal theory gls estimator for missing data: an application to item-level missing data and a comparison to two-stage ml

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ID: 253195
2017
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Abstract
Structural equation models (SEMs) can be estimated using a variety of methods. For complete normally distributed data, two asymptotically efficient estimation methods exist: maximum likelihood (ML) and generalized least squares (GLS). With incomplete normally distributed data, an extension of ML called “full information” ML (FIML), is often the estimation method of choice. An extension of GLS to incomplete normally distributed data has never been developed or studied. In this article we define the “full information” GLS estimator for incomplete normally distributed data (FIGLS). We also identify and study an important application of the new GLS approach. In many modeling contexts, the variables in the SEM are linear composites (e.g., sums or averages) of the raw items. For instance, SEMs often use parcels (sums of raw items) as indicators of latent factors. If data are missing at the item level, but the model is at the composite level, FIML is not possible. In this situation, FIGLS may be the only asymptotically efficient estimator available. Results of a simulation study comparing the new FIGLS estimator to the best available analytic alternative, two-stage ML, with item-level missing data are presented.
Reference Key
savalei2017frontiersnormal Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Victoria Savalei;Mijke Rhemtulla
Journal accounts of chemical research
Year 2017
DOI
10.3389/fpsyg.2017.00767
URL
http://journal.frontiersin.org/article/10.3389/fpsyg.2017.00767/full
Keywords
structural equation modeling

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