ESTIMATION OF LINEAR STRUCTURAL EQUATION MODEL WITH ARBITRARY CONSTRAINTS ON PARAMETERS

Abstract

A generalization of estimation method based on Bentler-Weeks model (1980) is discussed for some cases of arbitrary functional constraints on parameters, that is, linear constraints, arbitrary equality constraints and inequality constraints. The purpose of the present paper is to give concretely an extensive algorithm that, using both methods of penalty function and relaxation function, two cases with equality and inequality constraints can be solved by the similar way as Lee (1980). A numerical example is also presented to illustrate the proposed algorithm.