A Monte Carlo evaluation of three statistical methods used in path analysis

M. McGue, R. Wette, D. C. Rao, J. W. MacCluer

Research output: Contribution to journalArticle

11 Scopus citations

Abstract

Results of a Monte Carlo study to investigate the properties of three statistical methods used extensively in path analysis of family data are presented. All three methods are based on the maximum likelihood principle and involve the assumptions of multivariate normality and large sample (asymptotic) statistical properties. The methods differ, however, in the specification of the likelihood function. Given a set of correlation estimates, method 1 maximizes the likelihood function under the stipulation that the estimates are independent. Method 2 differs from the former by allowing for covariances among the correlation estimators. Method 3 involves (direct) maximization of the likelihood function for the individual family observations assuming multivariate normality for the vector of family observations. The Monte Carlo study investigated validity of the test statistics and confidence intervals and evaluated the relative efficiency and bias of the parameter estimates based on 1,000 replications of each of several simulation conditions. The effects of violating the two basic assumptions, multivariate normality and asymptotic theory, were investigated by comparing results for non‐normally vs normally distributed family data and for small vs large sample sizes. It is shown that method 3 provides valid statistical inferences under multivariate normality and that it is generally robust against minor departures from normality. Method 2 is also robust against minor deviations from normality, but it is sensitive to small sample sizes. Method 1 yields highly conservative test statistics under all conditions studied.

Original languageEnglish
Pages (from-to)129-155
Number of pages27
JournalGenetic Epidemiology
Volume4
Issue number2
DOIs
StatePublished - 1987

Keywords

  • heritability
  • multivariate normality
  • path analysis

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