Abstract
The Composite Direct Product Model is a multiplicative model that conveniently decomposes a multitrait-multimethod correlation matrix into trait correlations, method correlations and communality indices. An iterative procedure is required to fit the model. Since the logarithms of absolute values of elements of the correlation matrix satisfy an additive model, the model may be fitted non-iteratively by generalized least squares. Antilogs of parameter estimates for the additive model then yield parameter estimates for the multiplicative model. The choice of weight matrix is considered and asymptotic properties of the estimators and test statistic are examined.
An example is used to compare the proposed estimates with conventional maximum likelihood estimates.
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© 1997 Springer-Verlag New York, Inc.
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Browner, M.W., Strydom, H.F. (1997). Non-Iterative Fitting of the Direct Product Model for Multitrait-Multimethod Matrices. In: Berkane, M. (eds) Latent Variable Modeling and Applications to Causality. Lecture Notes in Statistics, vol 120. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-1842-5_12
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DOI: https://doi.org/10.1007/978-1-4612-1842-5_12
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