6533b871fe1ef96bd12d0bf5

RESEARCH PRODUCT

Calculating the implied correlation matrix for a Path Analysis model

Zouhair El HadriMohamed HanafiClaire ChabanetYoussfi El Kettani

subject

matrice de corrélation[STAT.ME] Statistics [stat]/Methodology [stat.ME]variable exogène[SDV.IDA]Life Sciences [q-bio]/Food engineeringpath analysiscorrelation matrixvariable endogèneendogeneous variableexogeneous variable[SDV.IDA] Life Sciences [q-bio]/Food engineering[STAT.CO]Statistics [stat]/Computation [stat.CO][STAT.CO] Statistics [stat]/Computation [stat.CO][STAT.ME]Statistics [stat]/Methodology [stat.ME]

description

To overcome the limitations of two existing methods for calculating a Path Analysis implied correlation matrix, this paper presents an alternative method for calculating this matrix. This new method is based on a recurrence principle which is easy and quick to implement. This method is also operational regardless of the number of variables. The consequences of this result with the estimation or testing stages will be illustrated on the basis of examples.

yearjournalcountryeditionlanguage
2014-01-01
https://hal.inrae.fr/hal-02743041