A modified Newton method for constrained estimation in covariance structure analysis

DOI10.1016/0167-9473(93)90188-YMaRDI QIDQ2563642zbMATH OpenWikidataFDO

Authors M. Jamshidian, Peter M. Bentler

Publication date 10 November 1997

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

zbMATH Keywords

factor analysisconstrained maximum likelihood estimationcovariance structure analysismodified Newton methodquasi simplex modeltesting correlated correlations

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Estimation in multivariate analysis (62H12) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3750112 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3797018 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A globally convergent method for nonlinear programming
• Analysis of covariance and correlation structures
• Constrained estimation in covariance structure analysis
• Estimation of covariance structure models with parameters subject to functional restraints
• Linear structural equations with latent variables
• Multiplier and gradient methods
• Multiplier methods: A survey
• The multiplier method in constrained estimation of covariance structure models

Cited in

(5)

• M-estimator for estimating the Burr type III parameters with outliers
• Constrained estimation and the theorem of Kuhn-Tucker
• Mixtures of (constrained) ultrametric trees
• Parameter constraints in generalized linear latent variable models
• M-estimator with asymmetric influence function for estimating the Burr type III parameters with outliers

Describes a project that uses

Uses Software

• LISREL

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