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Covariance Model Simulation Using Regular Vines

Grønneberg, Steffen; Foldnes, Njål
Journal article, Peer reviewed
Accepted version
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URI
http://hdl.handle.net/11250/2471709
Date
2017
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  • Publikasjoner fra CRIStin - BI [633]
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Original version
Psychometrika. 2017, 82(4), 1035-1051   10.1007/s11336-017-9569-6
Abstract
We propose a new and flexible simulation method for non-normal data with user-specified marginal distributions, covariance matrix and certain bivariate dependencies. The VITA (VIne To Anything) method is based on regular vines and generalizes the NORTA (NORmal To Anything) method. Fundamental theoretical properties of the VITA method are deduced. Two illustrations demonstrate the flexibility and usefulness of VITA in the context of structural equation models. R code for the implementation is provided.
Description
The accepted and peer reviewed manuscript to the article
Publisher
Springer
Journal
Psychometrika

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