请问结构方程和联立方程有什么区别？

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现在很多人用所谓的LISREL来做结构方程，我想了解结构方程和计量经济学里的联立方程有什么区别没有啊？谢谢

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关键词：结构方程 联立方程 LISREL isrel 计量经济学 方程 结构

anybody can answer this question?

区别是有的。联立方程更像path analysis。

sem大致＝path analysis＋factor analysis

"Structural equation modeling (SEM) grows out of and serves purposes similar to multiple regression, but in a more powerful way which takes into account the modeling of interactions, nonlinearities, correlated independents, measurement error, correlated error terms, multiple latent independents each measured by multiple indicators, and one or more latent dependents also each with multiple indicators. SEM may be used as a more powerful alternative to multiple regression, path analysis, factor analysis, time series analysis, and analysis of covariance. That is, these procedures may be seen as special cases of SEM, or, to put it another way, SEM is an extension of the general linear model (GLM) of which multiple regression is a part.

Advantages of SEM compared to multiple regression include more flexible assumptions (particularly allowing interpretation even in the face of multicollinearity), use of confirmatory factor analysis to reduce measurement error by having multiple indicators per latent variable, the attraction of SEM's graphical modeling interface, the desirability of testing models overall rather than coefficients individually, the ability to test models with multiple dependents, the ability to model mediating variables, the ability to model error terms, the ability to test coefficients across multiple between-subjects groups, and ability to handle difficult data (time series with autocorrelated error, non-normal data, incomplete data).

Structural equation modeling, or SEM, is a very general, chiefly linear, chiefly cross-sectional statistical modeling technique. Factor analysis, path analysis and regression all represent special cases of SEM.

SEM is a largely confirmatory, rather than exploratory, technique. That is, a researcher are more likely to use SEM to determine whether a certain model is valid., rather than using SEM to "find" a suitable model--although SEM analyses often involve a certain exploratory element.

In SEM, interest usually focuses on latent constructs--abstract psychological variables like "intelligence" or "attitude toward the brand"--rather than on the manifest variables used to measure these constructs. Measurement is recognized as difficult and error-prone. By explicitly modeling measurement error, SEM users seek to derive unbiased estimates for the relations between latent constructs. To this end, SEM allows multiple measures to be associated with a single latent construct.

A structural equation model implies a structure of the covariance matrix of the measures (hence an alternative name for this field, "analysis of covariance structures"). Once the model's parameters have been estimated, the resulting model-implied covariance matrix can then be compared to an empirical or data-based covariance matrix. If the two matrices are consistent with one another, then the structural equation model can be considered a plausible explanation for relations between the measures.

Compared to regression and factor analysis, SEM is a relatively young field, having its roots in papers that appeared only in the late 1960s. As such, the methodology is still developing, and even fundamental concepts are subject to challenge and revision. This rapid change is a source of excitement for some researchers and a source of frustration for others.

Structural equation modeling (SEM) is a statistical technique for building and testing statistical model, which are often causal models. It is a hybrid technique that encompasses aspects of confirmatory factor analysis, path analysis and regression, which can be seen as special cases of SEM.

SEM encourages confirmatory, rather than exploratory, modelling; thus, it is suited to theory testing, rather than theory development. It usually starts with a hypothesis, represents it as a model, operationalises the constructs of interest with a measurement instrument and tests the model. With an accepted theory or otherwise confirmed model, one can also use SEM inductively by specifying a model and using data to estimate the values of free parameters. Often the initial hypothesis requires adjustment in light of model evidence, but SEM is rarely used purely for exploration.

Among its strengths is the ability to model constructs as latent variables — variables which are not measured directly, but are estimated in the model from measured variables which are assumed to 'tap into' the latent variables. This allows the modeller to explicitly capture unreliability of measurement in the model, in theory allowing the structural relations between latent variables to be accurately modelled.

SEM is an extension of the general linear model that simultaneously estimates relationships between multiple independent, dependent and latent variables.

Alternatives to SEM for exploratory modeling include TETRAD and partial least squares.

[此贴子已经被作者于2006-4-29 0:59:35编辑过]

楼主提出了我也想问的问题。

trevor真是强！

thanks a lot   !!!!

联立方程中的变量都是可观察的
结构方程中的变量很多是不可观察的，用多个可观测的变量作为若干个不可观测变量的替代，

共同点是都在考察变量之间的复杂影响关系，重点考察内生变量之间的关系。

与上述两个方程对立的是交叉项模型、门槛模型，重点考察外生变量之间的交互影响关系，比如调节效应与门槛效应
把这些模型搞明白，你写论文就轻松了，洋洋洒洒很容易搞定