统计与决策2024，Vol.40Issue(24)：29-35,7.DOI:10.13546/j.cnki.tjyjc.2024.24.005
贝叶斯分位数结构方程模型的变分近似推断
Variational Approximation Inference for Bayesian Quantile Structural Equation Models
摘要
Abstract
Structural equation model(SEM)is an important tool for analyzing the relationship between latent variables.Al-though quantile SEM(QSEM)provides a comprehensive analysis of the relationship between latent and observed variables at dif-ferent quantiles,the computational efficiency based on MCMC estimation is not high.In view of this,the paper mainly discusses variational inference for Bayesian QSEM(BQSEM).A QSEM based on regularized priors is constructed,and the variational poste-rior estimates of the QSEM and the regularized QSEM(RQSEM)are given(MFVB_QSEM and MFVB_RQSEM),respectively.The variance estimation of posterior distribution is improved by using a Bootstrap method.Simulation results show that this variational inference is significantly faster than MCMC estimation while providing reliability inference.Furthermore,when it is applied to study the determinants of capital structure in Chinese listed companies,the research results show that the determinants of the capi-tal structure of Chinese listed companies exhibit different impacts across different quantiles,with profitability and liquidity being the most important determinants.关键词
非对称Laplace分布/分位数结构方程模型/变分近似推断Key words
asymmetric Laplace distribution/quantile structural equation model/variational approximation inference分类
数理科学引用本文复制引用
薛娇,高海燕..贝叶斯分位数结构方程模型的变分近似推断[J].统计与决策,2024,40(24):29-35,7.基金项目
甘肃省科技厅软科学专项(23JRZA438) （23JRZA438）
甘肃省教育厅高校教师创新基金项目(2024A-076) （2024A-076）
兰州财经大学博士研究生科研创新项目(2022D02) （2022D02）
兰州财经大学科研项目(Lzufe2024C-001) （Lzufe2024C-001）
