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
估计理论
应用数学
混合模型
正态分布
估计
Anderson–Darling测试
统计假设检验
统计模型
广义正态分布
经验分布函数
最大似然
数学优化
计算机科学
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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