Structural Equation Models with Observed Variables

Chapter Four Structural Equation Models with Observed Variables Kenneth A. Bollen, Kenneth A. BollenSearch for more papers by this author Kenneth A. Bollen, Kenneth A. BollenSearch for more papers by this author Kenneth A. Bollen, Kenneth A. Bollen Department of Sociology, the University of North Carolina at Chapel Hill, Chapel Hill, North CarolinaSearch for more papers by this author Book Author(s):Kenneth A. Bollen, Kenneth A. Bollen Department of Sociology, the University of North Carolina at Chapel Hill, Chapel Hill, North CarolinaSearch for more papers by this author First published: 28 April 1989 https://doi.org/10.1002/9781118619179.ch4Citations: 41 AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat Summary This chapter examines structural equation models with observed variables. First, they are the most common structural equation models. Second, these models are a special case of the more general structural equation procedures with latent variables that are discussed in the chapter. The major topics of the chapter-model specification, the implied covariance matrix, identification, and estimation—will recur for the other models. The maximum likelihood (ML) and generalized least squares (GLS) ones are asymptotically efficient when the assumption of multinormality holds or when the distribution of the variables have normal kurtosis, whereas the unweighted least squares (ULS) generally is inefficient. The chapter discusses several other topics that arise when utilizing observed variable models. These are standardized and unstandardized coefficients, alternative assumptions for x, interaction terms, and equations with intercepts. Citing Literature Structural Equations with Latent Variables RelatedInformation