Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models

Details Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models

2011-03-03

arxiv.org/abs/1103.0612v3

Statistics

Methodology

19 pages, 5 figures

Scientific paper

For a given statistical model, it often happens that it is necessary to intervene the model to reduce the variances of the output variables. In structural equation models, this can be done by changing the values of the path coefficients by intervention. First, we explain that the expectations and variance matrix can be decomposed into several parts in terms of the total effects. Then, we show that an algorithm to obtain intervention method which minimizes the weighted sum of the variances can be formulated as a convex quadratic programming. This formulation allows us to impose boundary conditions for the intervention, so that we can find the practical solutions. We also treat a problem to adjust the expectations on targets.

Affiliated with

Also associated with

No associations

Rating

Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Application of Mathematical Optimization Procedures to Intervention Effects in Structural Equation Models will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-588733