: Karl G. Jöreskog, Ulf H. Olsson, Fan Y. Wallentin
: Multivariate Analysis with LISREL
: Springer-Verlag
: 9783319331539
: 1
: CHF 133.00
:
: Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
: English
: 561
: Wasserzeichen/DRM
: PC/MAC/eReader/Tablet
: PDF

This book traces the theory and methodology of multivariate statistical analysis and shows how it can be conducted in practice using the LISREL computer program. It presents not only the typical uses of LISREL, such as confirmatory factor analysis and structural equation models, but also several other multivariate analysis topics, including regression (univariate, multivariate, censored, logistic, and probit), generalized linear models, multilevel analysis, and principal component analysis. It provides numerous examples from several disciplines and discusses and interprets the results, illustrated with sections of output from the LISREL program, in the context of the example. The book is intended for masters and PhD students and researchers in the social, behavioral, economic and many other sciences who require a basic understanding of multivariate statistical theory and methods for their analysis of multivariate data. It can also be used as a textbook on various topics of multivariate statistical analysis.



Karl G. Jöreskog is Professor Emeritus at Uppsala University, Sweden, and Senior Professor at the BI Norwegian School of Business in Oslo. He has received three honorary doctorates: from the Faculty of Economics and Statistics at the University of Padua, Italy, 1993, from the Norwegian School of Economics, Bergen, Norway, 1996, and from the Faculty of Psychology at the Friedrich-Schiller-Universitä , Jena, Germany, 2004. Professor Jöreskog is a member of the Swedish Royal Academy of Sciences, a Fellow of the American Statistical Association, and an Honorary Fellow of the Royal Statistical Society. He has received many awards including the American Psychological Association Distinguished Award for the Applications of Psychology and the Psychometric Society Award for Career Achievement to Educational Measurement. Together with Dag Sörbom he developed the LISREL computer program.

Ulf H. Olsson is Professor at Department of Economics and Provost at BI Norwegian Business School in Oslo with responsibility for research and academic resources. He has worked on structural equation modeling, statistical modeling and psychometrics and published several research articles in leading statistics and psychometric journals. Dr. Olsson has also authored textbooks on statistics and mathematics. In 2003 Olsson was awarded the BI Norwegian Business School's research prize.

Fan Y. Wallentin is Professor of Statistics at Uppsala University, Sweden. She received her Ph.D. in Statistics in 1997. She is a recipient of the Arnberg Prize from the Swedish Royal Academy of Sciences. Dr. Wallentin's program of research is on the theory and applications of latent variable modeling and other types of multivariate statistical analysis, particularly their applications in the social and behavioral sciences. She has published research articles in several leading statistics and psychometrics journals. She has taught courses on Structural Equation Models in Sweden, USA, China and several European countries. She has broad experience in statistical consultation for researchers in social and behavioral sciences.

Preface6
Contents8
About the Authors15
1Getting Started16
1.1 Importing Data16
1.2 Graphs19
1.3 Splitting the Data into Two Groups24
1.4 Introduction to LISREL Syntaxes26
1.5 Estimating Covariance or Correlation Matrices30
1.6 Missing Values33
1.7 Data Management41
2Regression Models49
2.1 Linear Regression49
2.1.1 Estimation and Testing51
2.1.2 Example: Cholesterol53
2.1.3 Importing Data53
2.1.4 Checking the Assumptions59
2.1.5 The Effect of Increasing the Sample Size66
2.1.6 Regression using Means, Variances, and Covariances66
2.1.7 Standardized Solution67
2.1.8 Predicting y When ln(y) is Used as the Dependent Variable69
2.1.9 Example: Income69
2.1.10 ANOVA and ANCOVA72
2.1.11 Example: Biology73
2.1.12 Conditional Regression75
2.1.13 Example: Birthweight75
2.1.14 Testing Equal Regressions77
2.1.15 Example: Math on Reading by Career78
2.1.16 Instrumental Variables and Two-Stage Least Squares84
2.1.17 Example: Income and Money Supply86
2.1.18 Example: Tintner’s Meat Market Model89
2.1.19 Example: Klein’s Model I of US Economy90
2.2 General Principles of SIMPLIS Syntax93
2.2.1 Example: Income and Money Supply Using SIMPLIS Syntax100
2.2.2 Example: Prediction of Grade Averages102
2.2.3 Example: Prediction of Test Scores104
2.2.4 Example: Union Sentiment of Textile Workers106
2.3 The General Multivariate Linear Model109