Constrained estimation in covariance structure analysis

DOI10.1093/BIOMET/66.3.539MaRDI QIDQ3851447zbMATH OpenOpenAlexFDO

Authors Sik Lee

Publication date 1979

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/66.3.539

zbMATH Keywords

augmented information matrixconstrained maximum likelihood estimationconstrained weighted least squares estimationcovariance structure analysisfactor analysisGauss-Newton algorithmpenalty function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Analysis of variance and covariance (ANOVA) (62J10)

Cited in

(10)

• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• Analysis of covariance and correlation structures
• Analysis of conditional covariance structure models
• Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations
• Theory and method for constrained estimation in structural equation models with incomplete data.
• Constrained covariance matrix estimation in road accident modelling with Schur complements
• A modified Newton method for constrained estimation in covariance structure analysis
• A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints
• The multiplier method in constrained estimation of covariance structure models
• Constrained estimation and the theorem of Kuhn-Tucker

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