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Biometrika 1990 77(4):763-772; doi:10.1093/biomet/77.4.763
© 1990 by Biometrika Trust
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Multilevel analysis of structural equation models

SIK-YUM LEE

Department of Statistics, Chinese University of Hong Kong Shatin, N.T., Hong Kong

This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the Gauss-Newton algorithm are discussed.

Key Words: Asymptotic distribution • Generalized least squares • Goodness-of-fit statistic • Maximum likelihood • Multilevel structural equation model


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