Two Rules of Identification for Structural Equation Models

Kenneth A. Bollen · Walter R. Davis

81 citations0/0 files storedStructural Equation Modeling A Multidisciplinary Journal

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Psychometric Methodologies and Testing Control Systems and Identification Statistical Methods and Bayesian Inference

Abstract

Identification of structural equation models remains a challenge to many researchers. Although empirical tests of identification are readily available in structural equation modeling software, these examine local identification and rely on sample estimates of parameters. Rules of identification are available, but do not include all models encountered in practice. In this article we provide 2 rules of identification: the 2+ emitted paths rule and the exogenous X rule. The former is a necessary condition of identification and the latter is a sufficient condition. We explain and prove each of these rules and provide illustrations of their application. These rules extend the coverage of structural equation models that we can check for identification. We also explain how they can be part of a piecewise identification strategy that extends their use even further.

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References

1989Structural Equations with Latent Variables 1991Structural Equations with Latent Variables.1989LISREL 7 : user's reference guide 1975Estimation of a Model with Multiple Indicators and Multiple Causes of a Single Latent Variable 1979Correlation and causality 1950Statistical Inference in Dynamic Economic Models 1987Total, Direct, and Indirect Effects in Structural Equation Models 1971The Treatment of Unobservable Variables in Path Analysis

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