AMBIENTUM BIOETHICA BIOLOGIA CHEMIA DIGITALIA DRAMATICA EDUCATIO ARTIS GYMNAST. ENGINEERING EPHEMERIDES EUROPAEA GEOGRAPHIA GEOLOGIA HISTORIA HISTORIA ARTIUM INFORMATICA IURISPRUDENTIA MATHEMATICA MUSICA NEGOTIA OECONOMICA PHILOLOGIA PHILOSOPHIA PHYSICA POLITICA PSYCHOLOGIA-PAEDAGOGIA SOCIOLOGIA THEOLOGIA CATHOLICA THEOLOGIA CATHOLICA LATIN THEOLOGIA GR.-CATH. VARAD THEOLOGIA ORTHODOXA THEOLOGIA REF. TRANSYLVAN
The STUDIA UNIVERSITATIS BABEŞ-BOLYAI issue article summary
The summary of the selected article appears at the bottom of the page. In order to get back to the contents of the issue this article belongs to you have to access the link from the title. In order to see all the articles of the archive which have as author/co-author one of the authors mentioned below, you have to access the link from the author's name.
Authors: MARIANNA BOLLA, FATMA ABDELKHALEK.
DOI: 10.24193/subbmath.2021.1.15
Published Online: 2021-03-20
Published Print: 2021-03-30
pp. 179-196
VIEW PDF
FULL PDF
ABSTRACT.
Structural equation modeling finds linear relations between exogenous and endogenous latent and observable random vectors. In this paper, the model equations are considered as a linear dynamical system to which the celebrated R. E. Kálmán’s filtering technique is applicable. An artificial intelligence is developed, where the partial least squares algorithm of H. Wold and the block Cholesky decomposition of H. Kiiveri et al. are combined to estimate the parameter matrices from a training sample. Then the filtering technique introduced is capable to predict the latent variable case values along with the prediction error covariance matrices in the test sample. The recursion goes from case to case along the test sample, without having to reestimate the parameter matrices. The algorithm is illustrated on real life sociological data.
Mathematics Subject Classification (2010): 62H05, 62P25, 68T99.
Keywords: Structural equation modeling, linear dynamical systems, Kálmán’s filtering, artificial intelligence, application to social sciences.
