自回归模型
残余物
数学
统计
分布(数学)
计量经济学
混合物分布
应用数学
算法
概率密度函数
数学分析
标识
DOI:10.1080/00273171.2025.2545371
摘要
This study primarily investigates the impact of ignoring nonnormal distributions in RSEM models on the estimation of parameters in the second residual structure. The results of the simulation studies demonstrate that when the RSEM model follows a nonnormal distribution, it is crucial to test and estimate the nonnormal distribution while constructing mixture RI-AR or mixture RI-CLPM models. This approach guarantees the unbiased estimation of autoregressive parameters and cross-lagged parameters in the second residual structure. If, during the construction of an empirical model, the nonnormal distribution of mixture RI-AR models or mixture RI-CLPM models is not taken into account, or if a normal distribution is assumed directly for analysis, the resulting parameter estimates for autoregressive parameters and cross-lagged parameters will be biased, leading to erroneous inferences.
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