Using SEM Programs to Perform Matrix Manipulations and Data Simulation.
- Resource Type
- Article
- Authors
- Raykov, Tenko; Marcoulides, George A.; Boyd, Jeremy
- Source
- Structural Equation Modeling. 2003, Vol. 10 Issue 2, p312-322. 11p.
- Subject
- *MATRICES (Mathematics)
*SIMULATION methods & models
*MATHEMATICAL decomposition
- Language
- ISSN
- 1070-5511
A didactic discussion of a simple method for Cholesky decomposition and obtaining a symmetric square root of a positive definite covariance matrix using popular structural equation modeling programs is discussed. The applicability of such software for purposes of accomplishing some matrix manipulations is demonstrated. The approach can also be used to generate multivariate normal data. The outlined procedure is illustrated with a numerical example. [ABSTRACT FROM AUTHOR]