Bibliography on Bayesian Estimation

Bayesian Estimation in Structural Equation Modeling

• Bauwens, L. (1984). Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo. New York: Springer-Verlag.

• Bock, R.D., Gibbons, R. & Muraki, E. (1988). Full-information item factor analysis. Applied Psychological Measurement, 12, 261-280.

• Dunson, D.B., Palomo, J. & Bollen, K. (2005). Bayesian structural equation modeling. Technical Report #2005-5. Statistical and Applied Mathematical Sciences Institute.

• Lee, S. Y. (2007). Structural equation modeling: A Bayesian approach. Chichester, England: Wiley. (Amazon, B&N)

• Martin, J.K. & McDonald, R.P. (1975). Bayesian estimation in unrestricted factor analysis: A treatment for Heywood cases. Psychometrika, 40, 505-517.

• Newton, M.A. & Raftery, A.E. (1994). Approximate Bayesian inference with the weighted likelihood bootstrap. Journal of the Royal Statistical Society, Series B, 56, 3-48.

• Press, S.J. & Shigemasu, K. (1989). Bayesian inference in factor analysis. In L.J. Gleser, M.D. Perlman, S.J. Press & A.R. Sampson (Eds.) Contributions to probability and statistics. New York: Springer-Verlag, 271-287.

• Scheines, R., Hoijtink, H. & Boomsma, A. (1999). Bayesian estimation and testing of structural equation models. Psychometrika, 64, 37-52.

 

General Introductions to Bayesian Estimation

The following references are not SEM-specific.

• Gill, J. (2004). Introduction to the special issue. Political Analysis, 12, 323-337.
   
• Jackman, S. (1999). Bayesian modeling in the social sciences: An introduction to Markov-Chain Monte Carlo. (Course notes)
   
• Jackman, S. (2000). Estimation and inference are missing data problems: Unifying social science statistics via Bayesian simulation. Political Analysis, 8(4), 307-332.
   
• Jackman, S. (2000). Estimation and inference via Bayesian simulation: An introduction to Markov chain Monte Carlo. American Journal of Political Science, 44(2), 375-404.
   
• Jackman, S. (2004). Bayesian analysis for political research. Annual Review of Political Science, 7, 483-505.