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结构方程模型与联立方程模型的比较
引用本文:贾新明,刘亮.结构方程模型与联立方程模型的比较[J].数理统计与管理,2008,27(3):439-446.
作者姓名:贾新明  刘亮
作者单位:上海交通大学安泰经济与管理学院,上海,200052
摘    要:本文首先介绍了结构方程模型和联立方程模型的一般形式、典型实例及其在我国的研究现状。通过将结构方程模型与联立方程模型进行比较,发现结构方程模型具有能直接处理潜变量和测量误差等优点,在管理学、心理学等社会科学中具有广泛应用;但是结构方程模型对样本量要求大、对抽样、问卷设计和调查过程的缺陷以及忽略变量等模型的设定错误不能弥补;而且,结构方程模型的参数不如联立方程模型的含义那么具体而直观。

关 键 词:结构方程模型  联立方程模型  潜变量  忽略变量  测量误差  样本量  模型估计  模型释义
文章编号:1002-1566(2008)03-0439-08
修稿时间:2007年10月26

Comparing the Structural Equation Model with the Simultaneous Equation Model
JIA Xin-ming,LIU Liang.Comparing the Structural Equation Model with the Simultaneous Equation Model[J].Application of Statistics and Management,2008,27(3):439-446.
Authors:JIA Xin-ming  LIU Liang
Abstract:Generalized equation and typical application of Structural Equation Model and Simultaneous Equation Model were first introduced respectively,as well as current researching in China.Comparing the Structural Equation Model with the Simultaneous Equation Model,we pointed out several strengths of the Structural Equation Model,such as its ability to deal with the latent variables and variables with measurement error,which led to the broad application in management,psychology and other social science.Meanwhile,the comparison indicated its limitations,such as heavy requirement about sample size.Furthermore,it could not compensate for a poorly designed study and a model with specification error and was hard to interpret the parameters in structural equation model.
Keywords:structural equation model  simultaneous equation model  latent variable  omitted variables  measurement errors  sample size  model estimation  model interpretation
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