Structural equation models are very popular for studying relationships among observed and latent variables. However, the existing theory and computer packages are developed mainly under the assumption of normality, and hence cannot be satisfactorily applied to non-normal and ordered categorical data that are common in behavioural, social and psychological research. In this paper, we develop a Bayesian approach to the analysis of structural equation models in which the manifest variables are ordered categorical and/or from an exponential family. In this framework, models with a mixture of binomial, ordered categorical and normal variables can be analysed. Bayesian estimates of the unknown parameters are obtained by a computational procedure that combines the Gibbs sampler and the Metropolis-Hastings algorithm. Some goodness-of-fit statistics are proposed to evaluate the fit of the posited model. The methodology is illustrated by results obtained from a simulation study and analysis of a real data set about non-adherence of hypertension patients in a medical treatment scheme.
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