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Example
28
Bayesian Estimation of Values Other
Than Model Parameters
Introduction
This example shows how to estimate other quantities besides model parameters in a
Bayesian analyses.
About the Example
Examples 26 and 27 demonstrated Bayesian analysis. In both of those examples, we
were concerned exclusively with estimating model parameters. We may also be
interested in estimating other quantities that are functions of the model parameters.
For instance, one of the most common uses of structural equation modeling is the
simultaneous estimation of direct and indirect effects. In this example, we
demonstrate how to estimate the posterior distribution of an indirect effect.
The Wheaton Data Revisited
In Example 6, we profiled the Wheaton et al. (1977) alienation data and described
three alternative models for the data. Here, we re-examine Model C from Example 6.
The following path diagram is in the file Ex28.amw: