We are extremely pleased to invite you to our postponed Tuesday seminar of
Seminar series in Statistics and Data Science

When? Tuesday 09.04.2024, 14:15-15:15 

Where?  Erling Svedrups plass and Zoom https://uio.zoom.us/j/62093083083?pwd=MmxrWGEyU0NNMWVrdDJmakx0ckhYdz09 

Speaker: Steffen Grønneberg, Professor BI

Title: Non-parametric regression among factor scores: Motivation and diagnostics for nonlinear structural equation models

Abstract: Structural equation models are simultaneous equation regression models, whose variables are latent, and measured via a confirmatory factor model (that is, with measurement error and repeated measurements). When the functional form of the simultaneous equation system is unknown, it has previously been observed in simulations that factor scores inputted into non-parametric regression methods approximate the true functional form. Factor scores estimate the latent variables (per person), and several types exist. We provide a theoretical (though population-based) analysis of this procedure, and provide assumptions under which it is theoretically justified in using Bartlett factor scores, which are simple linear transformations of the data. In simulations, we compare this suggestion to an already available though understudied non-linear and computationally heavy procedure, and observe that the simple Bartlett approach appears to work better.

Welcome!
Best regards,
Sven Ove Samuelsen & Aliaksandr Hubin

Steffen Grønneberg is Professor at the Department of Economics at BI (Norwegian Business School), Oslo.