Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance (Q1094787)
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scientific article; zbMATH DE number 4026589
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| English | Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance |
scientific article; zbMATH DE number 4026589 |
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Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance (English)
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1986
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Maximum likelihood estimators are obtained for multivariate components of variance models under the condition that the effect covariance matrix is positive semidefinite with a maximum rank. The rank of the estimator is random. The estimation procedure leads to a likelihood ratio test that the rank of the effect matrix is not greater than a given number against the alternative that the rank is not greater than a larger specified number. Linear structural relationship models and some factor analytic models can be put into this framework.
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Maximum likelihood estimators
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multivariate components of variance models
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effect covariance matrix
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positive semidefinite
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maximum rank
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likelihood ratio test
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Linear structural relationship models
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factor analytic models
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0.9308718
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0.9183625
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0.9176976
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0.91462207
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