Bayesian Analysis of Nonlinear Quantile Structural Equation Model with Possible Non-Ignorable Missingness
This paper develops a nonlinear quantile structural equation model via the Bayesian approach, aiming to more accurately analyze the relationships between latent variables, with special attention paid to the issue of non-ignorable missing data in the model. The model not only incorporates quantile regression to examine the relationships between latent variables at different quantile levels but also features a specially designed mechanism for handling missing data. The non-ignorable missing mechanism is specified through a logistic regression model, and a combined method of Gibbs sampling and Metropolis–Hastings sampling is adopted for missing value imputation, while simultaneously estimating unknown parameters, latent variables, and parameters in the missing data model. To verify the effectiveness of the proposed method, simulation studies are conducted under conditions of different sample sizes and missing rates. The results of these simulation studies indicate that the developed method performs excellently in handling complex data structures and missing data. Furthermore, this paper demonstrates the practical application value of the nonlinear quantile structural equation model through a case study on the growth of listed companies, providing researchers in related fields with a new analytical tool.
Authors
- Mulati Tuerde
- Lu Zhang (ORCID: https://orcid.org/0000-0002-5110-5238)
Institutions
- Xinjiang University (CN)
Publication Details
- Journal
- Mathematics
- Published
- 2025-09-26
- DOI
- https://doi.org/10.3390/math13193094
- Citations
- 1
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- article
- Field-Weighted Citation Impact
- 2.63
Funders
- Xinjiang University