Nonrecursive models: endogeneity, reciprocal relationships, and feedback loops
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Los Angeles [u.a.]
SAGE
2011
|
| Schriftenreihe: | Quantitative applications in the social sciences
168 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022616796&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XI, 128 S. graph. Darst. |
| ISBN: | 9781412974448 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | Titel: Nonrecursive models
Autor: Paxton, Pamela
Jahr: 2011
CONTENTS
About the Authors vii
Series Editor s Introduction ix
Acknowledgments xi
1. Introduction 1
2. Specification of Simultaneous Equation Models 4
Path Diagrams, Equations, Matrices:
An Example of Specification 5
From Theory to Models: The Implied Covariance Matrix 7
The Implied Covariance Matrix of a Simple Regression 11
Recursive and Nonrecursive Models 13
Direct, Indirect, and Total Effects 15
Structural Versus Reduced-Form Equations 15
Instrumental Variables 17
3. Identification 24
Known and Unknown Parameters 24
Restrictions 26
Three Types of Models 26
Rules of Identification 29
Block-Recursive Identification 36
4. Estimation 46
Consequences of Endogeneity for OLS Estimation 46
A Limited-Information Estimator Alternative:
Two-Stage Least Squares 48
Ordinary Least Squares Versus Two-Stage Least Squares 51
Full-Information Estimation: Three-Stage Least Squares 53
Full-Information Maximum Likelihood 55
Understanding Iterated Estimation 55
Full-Information Versus Limited-Information Estimation 56
Empirical Example: Exactly Identified Case 58
Syntax for Stata and SAS for Nonrecursive Models 59
Empirical Example: Overidentified Case 62
5. Assessment 66
Assessing Individual Equations 66
Assessing Overall Model Fit 67
Assessing the Quality of the IVs 73
Assessment in Practice: The Example
of Trust and Association Memberships 80
Summary and Best Practices 86
6. Model Interpretation 88
The Total Association Between Variables:
Causal Effects and Noncausal Associations 88
Understanding Multiplier Effects in Nonrecursive Models 91
Calculating Direct, Indirect, and Total Effects 93
Convergence and Equilibrium 95
Example Calculation of Direct, Indirect, and Total Effects:
Recursive Example 96
Example Calculation of Direct, Indirect, and Total Effects:
Nonrecursive Example 98
Interpreting Theoretically Driven Specific Indirect Effects 99
More on Mediation 100
Testing Indirect Effects: Simple Mediation 102
Testing Indirect Effects: Multivariate Delta Method 104
Testing Indirect Effects: Bootstrapping 108
Empirical Example: Testing Indirect Effects 109
7. Conclusion 115
References 117
Author Index 123
Subject Index 125
|
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| id | DE-604.BV037464907 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T15:17:26Z |
| institution | BVB |
| isbn | 9781412974448 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-022616796 |
| oclc_num | 740733836 |
| open_access_boolean | |
| owner | DE-83 DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-20 |
| owner_facet | DE-83 DE-473 DE-BY-UBG DE-19 DE-BY-UBM DE-20 |
| physical | XI, 128 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | SAGE |
| record_format | marc |
| series | Quantitative applications in the social sciences |
| series2 | Quantitative applications in the social sciences |
| spellingShingle | Paxton, Pamela Marie Hipp, John R. Marquart-Pyatt, Sandra Nonrecursive models endogeneity, reciprocal relationships, and feedback loops Quantitative applications in the social sciences Strukturgleichungsmodell (DE-588)4252999-2 gnd Rekursion (DE-588)4191814-9 gnd |
| subject_GND | (DE-588)4252999-2 (DE-588)4191814-9 |
| title | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops |
| title_auth | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops |
| title_exact_search | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops |
| title_full | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops Pamela Paxton ; John R. Hipp ; Sandra Marquart-Pyatt |
| title_fullStr | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops Pamela Paxton ; John R. Hipp ; Sandra Marquart-Pyatt |
| title_full_unstemmed | Nonrecursive models endogeneity, reciprocal relationships, and feedback loops Pamela Paxton ; John R. Hipp ; Sandra Marquart-Pyatt |
| title_short | Nonrecursive models |
| title_sort | nonrecursive models endogeneity reciprocal relationships and feedback loops |
| title_sub | endogeneity, reciprocal relationships, and feedback loops |
| topic | Strukturgleichungsmodell (DE-588)4252999-2 gnd Rekursion (DE-588)4191814-9 gnd |
| topic_facet | Strukturgleichungsmodell Rekursion |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=022616796&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000005102 |
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