Analysis of conditional covariance structure models

DOI10.1016/0167-9473(86)90025-3MaRDI QIDQ1073506zbMATH OpenOpenAlexFDO

Authors Sik Lee

Publication date 1986

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

Full work available at URL https://doi.org/10.1016/0167-9473(86)90025-3

zbMATH Keywords

conditional covariance matricescovariance structure modelsgoodness-of-fit testmaximum likelihood approachpart and bipartial factor analysispartial correlationspartial factor analysispartial LISREL model

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Factor analysis and principal components; correspondence analysis (62H25)

Review text

This paper presents a statistical development for analyzing covariance structure models with certain variables held constant. The theory enables one to assess partial correlations among variables. Models are defined based on the conditional covariance matrices, and they are studied by the maximum likelihood approach with the appropriate conditional sample covariance matrices. It is shown that existing computer package programs and statistical methods can be easily applied to analyze the new models. Examples from two real data sets are reported to illustrate the theory.

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Cites work

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Cited in

(9)

• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• Identifiability of full, marginal, and conditional factor analysis models
• Multidimensional Exploratory Analysis of a Structural Model Using a Class of Generalized Covariance Criteria
• scientific article; zbMATH DE number 4106059 (Why is no real title available?)
• On Conditions for Equality of OLSE, GLSE and MLE in Analysis of Covariance Structures
• Fitting direct covariance structures by the MSTRUCT modeling language of the CALIS procedure
• A partial correlation between variables of nonlinear relations
• Assessing the Nature of Periodontal Disease Progression-An Application of Covariance Structure Estimation
• IDENTIFICATION OF COVARIANCE STRUCTURES

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