Bayesian model selection for mixtures of structural equation models with an unknown number of components.
This paper considers mixtures of structural equation models with an unknown number of components. A Bayesian model selection approach is developed based on the Bayes factor. A procedure for computing the Bayes factor is developed via path sampling, which has a number of nice features. The key idea is to construct a continuous path linking the competing models; then the Bayes factor can be estimated efficiently via grids in [0, 1] and simulated observations that are generated by the Gibbs sampler from the posterior distribution. Bayesian estimates of the structural parameters, latent variables, as well as other statistics can be produced as by-products. The properties and merits of the proposed procedure are discussed and illustrated by means of a simulation study and a real example.
Lee
Sik-Yum
SY
Department of Statistics, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong. sylee@sparc2.sta.cuhk.edu.hk
Song
Xin-Yuan
XY
D001499:Bayes Theorem; D006801:Humans; D016013:Likelihood Functions; D011584:Psychology / Q000379:methods* / Q000706:statistics & numerical data*; D012494:Sampling Studies