A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models

DOI10.1016/S0167-9473(03)00035-5zbMath1429.62197MaRDI QIDQ956839

B. E. Eshmatov

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

correlation modelsassociation modelsasymptotic covariance matrix of ML estimatorsconstrained ML estimatorscontingency tables analysisFisher's scoring algorithm

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Contingency tables (62H17)

Related Items (3)

AN EVALUATION OF NON‐ITERATIVE METHODS FOR ESTIMATING THE LINEAR‐BY‐LINEAR PARAMETER OF ORDINAL LOG‐LINEAR MODELS ⋮ The Box-Cox Transformation and Non-Iterative Estimation Methods for Ordinal Log-Linear Models ⋮ Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table

Uses Software

• AS 6
• AS 7
• LINPACK
• AS 253
• DASSOC

Cites Work

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• A least squares procedure for estimating the parameters in the RC- association model for contingency tables
• Estimating the dimension of a model
• A note on Silvey's (1959) theorem
• The analysis of cross-classified data having ordered and/or unordered categories: Association models, correlation models, and asymmetry models for contingency tables with or without missing entries
• Computation of Maximum Likelihood Estimates in Association Models
• Algorithm AS 253: Maximum Likelihood Estimation of the RC(M) Association Model
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Some Useful Extensions of the Usual Correspondence Analysis Approach and the Usual Log-Linear Models Approach in the Analysis of Contingency Tables
• Canonical Analysis of Contingency Tables by Maximum Likelihood
• Measures, Models, and Graphical Displays in the Analysis of Cross-Classified Data
• ASYMPTOTIC DISTRIBUTIONS OF THE CANONICAL CORRELATIONS FROM CONTINGENCY TABLES
• Generalized Least Squares Estimation in Contingency Tables Analysis: Asymptotic Properties and Applications
• On Least Squares with Insufficient Observations
• The biplot graphic display of matrices with application to principal component analysis
• Identification in Parametric Models

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