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Abstract
A typical structural equation model is intended to reproduce the means, variances, and correlations or covariances among a set of variables based on parameter estimates of a highly restricted model. It is not widely appreciated that the sample statistics being modeled can be quite sensitive to outliers and influential observations, leading to bias in model parameter estimates. A classic public epidemiological data set on the relation between cigarette purchases and rates of 4 types of cancer among states in the United States is studied with case-weighting methods that reduce the influence of a few cases on the overall results. The results support and extend the original conclusions; the standardized effect of smoking on a factor underlying deaths from bladder and lung cancer is .79.
ACKNOWLEDGMENTS
This research was supported in part by grants DA00017 and DA01070 from the National Institute on Drug Abuse (to Peter M. Bentler), grants SEJ2006-13537 and PR2007-0221 from the Spanish Ministry of Science and Technology (to Albert Satorra), and grant DMS04-37167 from the National Science Foundation (to Ke-Hai Yuan).
