About the Author |
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xi | |
Preface |
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xiii | |
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1 | |
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1.1 Standard Structural Equation Models |
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1 | |
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1.2 Covariance Structure Analysis |
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2 | |
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3 | |
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1.4 Objectives of the Book |
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4 | |
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1.5 Data Sets and Notations |
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6 | |
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7 | |
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10 | |
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2 Some Basic Structural Equation Models |
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13 | |
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13 | |
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2.2 Exploratory Factor Analysis |
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15 | |
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2.3 Confirmatory and Higher-order Factor Analysis Models |
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18 | |
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22 | |
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2.5 The Bentler–Weeks Model |
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26 | |
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27 | |
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28 | |
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3 Covariance Structure Analysis |
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31 | |
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31 | |
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3.2 Definitions, Notations and Preliminary Results |
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33 | |
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3.3 GLS Analysis of Covariance Structure |
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36 | |
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3.4 ML Analysis of Covariance Structure |
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41 | |
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3.5 Asymptotically Distribution-free Methods |
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44 | |
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3.6 Some Iterative Procedures |
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47 | |
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Appendix 3.1: Matrix Calculus |
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53 | |
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Appendix 3.2: Some Basic Results in Probability Theory |
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57 | |
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Appendix 3.3: Proofs of Some Results |
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59 | |
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65 | |
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4 Bayesian Estimation of Structural Equation Models |
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67 | |
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67 | |
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4.2 Basic Principles and Concepts of Bayesian Analysis of SEMs |
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70 | |
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4.3 Bayesian Estimation of the CFA Model |
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81 | |
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4.4 Bayesian Estimation of Standard SEMs |
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95 | |
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4.5 Bayesian Estimation via WinBUGS |
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98 | |
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Appendix 4.1: The Metropolis–Hastings Algorithm |
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104 | |
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105 | |
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Appendix 4.3: Derivations of Conditional Distributions |
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106 | |
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108 | |
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5 Model Comparison and Model Checking |
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111 | |
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111 | |
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113 | |
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115 | |
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5.4 An Application: Bayesian Analysis of SEMs with Fixed Covariates |
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120 | |
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127 | |
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130 | |
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Appendix 5.1: Another Proof of Equation (5.10) |
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131 | |
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Appendix 5.2: Conditional Distributions for Simulating (θ, ΩY, t) |
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133 | |
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Appendix 5.3: PP p-values for Model Assessment |
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136 | |
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136 | |
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6 Structural Equation Models with Continuous and Ordered Categorical Variables |
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139 | |
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139 | |
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142 | |
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6.3 Bayesian Estimation and Goodness-of-fit |
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144 | |
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6.4 Bayesian Model Comparison |
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155 | |
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6.5 Application 1: Bayesian Selection of the Number of Factors in EFA |
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159 | |
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6.6 Application 2: Bayesian Analysis of Quality of Life Data |
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164 | |
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172 | |
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7 Structural Equation Models with Dichotomous Variables |
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175 | |
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175 | |
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177 | |
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7.3 Analysis of a Multivariate Probit Confirmatory Factor Analysis Model |
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186 | |
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190 | |
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Appendix 7.1: Questions Associated with the Manifest Variables |
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191 | |
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192 | |
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8 Nonlinear Structural Equation Models |
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195 | |
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195 | |
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8.2 Bayesian Analysis of a Nonlinear SEM |
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197 | |
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8.3 Bayesian Estimation of Nonlinear SEMs with Mixed Continuous and Ordered Categorical Variables |
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215 | |
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8.4 Bayesian Estimation of SEMs with Nonlinear Covariates and Latent Variables |
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220 | |
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8.5 Bayesian Model Comparison |
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230 | |
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239 | |
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9 Two-level Nonlinear Structural Equation Models |
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243 | |
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243 | |
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9.2 A Two-level Nonlinear SEM with Mixed Type Variables |
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244 | |
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247 | |
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9.4 Goodness-of-fit and Model Comparison |
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255 | |
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9.5 An Application: Filipina CSWs Study |
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259 | |
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9.6 Two-level Nonlinear SEMs with Cross-level Effects |
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267 | |
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9.7 Analysis of Two-level Nonlinear SEMs using WinBUGS |
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275 | |
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Appendix 9.1: Conditional Distributions: Two-level Nonlinear SEM |
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279 | |
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Appendix 9.2: MH Algorithm: Two-level Nonlinear SEM |
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283 | |
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Appendix 9.3: PP p-value for Two-level NSEM with Mixed Continuous and Ordered-categorical Variables |
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285 | |
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Appendix 9.4: Questions Associated with the Manifest Variables |
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286 | |
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Appendix 9.5: Conditional Distributions: SEMs with Cross-level Effects |
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286 | |
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Appendix 9.6: The MH algorithm: SEMs with Cross-level Effects |
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289 | |
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290 | |
10 Multisample Analysis of Structural Equation Models |
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293 | |
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293 | |
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10.2 The Multisample Nonlinear Structural Equation Model |
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294 | |
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10.3 Bayesian Analysis of Multisample Nonlinear SEMs |
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297 | |
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10.4 Numerical Illustrations |
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302 | |
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Appendix 10.1: Conditional Distributions: Multisample SEMs |
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313 | |
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316 | |
11 Finite Mixtures in Structural Equation Models |
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319 | |
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319 | |
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11.2 Finite Mixtures in SEMs |
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321 | |
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11.3 Bayesian Estimation and Classification |
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323 | |
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11.4 Examples and Simulation Study |
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330 | |
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11.5 Bayesian Model Comparison of Mixture SEMs |
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344 | |
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Appendix 11.1: The Permutation Sampler |
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351 | |
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Appendix 11.2: Searching for Identifiability Constraints |
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352 | |
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352 | |
12 Structural Equation Models with Missing Data |
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355 | |
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355 | |
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12.2 A General Framework for SEMs with Missing Data that are MAR |
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357 | |
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12.3 Nonlinear SEM with Missing Continuous and Ordered Categorical Data |
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359 | |
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12.4 Mixture of SEMs with Missing Data |
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370 | |
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12.5 Nonlinear SEMs with Nonignorable Missing Data |
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375 | |
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12.6 Analysis of SEMs with Missing Data via WinBUGS |
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386 | |
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Appendix 12.1: Implementation of the MH Algorithm |
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389 | |
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390 | |
13 Structural Equation Models with Exponential Family of Distributions |
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393 | |
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393 | |
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13.2 The SEM Framework with Exponential Family of Distributions |
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394 | |
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398 | |
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402 | |
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13.5 A Real Example: A Compliance Study of Patients |
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404 | |
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13.6 Bayesian Analysis of an Artificial Example using WinBUGS |
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411 | |
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416 | |
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Appendix 13.1: Implementation of the MH Algorithms |
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417 | |
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419 | |
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419 | |
14 Conclusion |
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421 | |
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425 | |
Index |
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427 | |