Structural equation models are systems of simultaneous linear equations that are generalizations of linear regression, and have many applications in the social, behavioural and biological sciences. A serious barrier to applications is that it is easy to specify models for which the parameter vector is not identifiable from the distribution of the observable data, and it is often difficult to tell whether a model is identified or not.;The main idea of checking identification is to solve a set of finitely many simultaneous equations, called identifying equations, which can be transformed into polynomials. If a unique solution is found, the model is identified. Grobner basis reduces the polynomials into simpler forms making them easier to solve. Also, it allows us to investigate the model-induced constraints on the covariances, even when the model is not identified.;With the explicit solution to the identifying equations, including the constraints on the covariances, we can (1) locate points in the parameter space where the model is not identified, (2) find the maximum likelihood estimators, (3) study the effects of mis-specified models, (4) obtain a set of method of moments estimators, and (5) build customized parametric and distribution free tests, including inference for non-identified models;In this thesis, we study the most straightforward method to check for identification -- solving a system of simultaneous equations. However, the calculations can easily get very complex. Grobner basis is introduced to simplify the process.
展开▼
