Computation of the covariance matrix implied by a recursive structural equation model with latent variables

Zouhair El Hadri () and M’barek Iaousse ()
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Zouhair El Hadri: Mohammed V University in Rabat
M’barek Iaousse: Hassan II University of Casablanca

Quality & Quantity: International Journal of Methodology, 2022, vol. 56, issue 6, No 18, 4295-4311

Abstract: Abstract Structural Equation Modelling is a multivariate technique that allows us to analyze causal relationships between hypothetical constructs, each measured by several observable variables. The computation of the covariance matrix implied by the model is a crucial step in the whole modelling process. In this paper, a new theorem for the computation of the implied covariance matrix is proposed. This theorem will be useful to find the classical Jöreskog’s formula. Besides, it will be the basis for introducing a new method for computation based on the Finite Iterative Method. Finally, theoretical and computational comparisons between the proposed method and Jöreskog’s formula are also discussed and illustrated.

Keywords: Structural Equation Modelling; Covariance matrix; Correlation matrix; Recursive model; Finite iterative method (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11135-022-01321-z

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