A note on sequential ML estimates and their asymptotic covariances (Q3468484)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on sequential ML estimates and their asymptotic covariances |
scientific article; zbMATH DE number 4135250
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on sequential ML estimates and their asymptotic covariances |
scientific article; zbMATH DE number 4135250 |
Statements
A note on sequential ML estimates and their asymptotic covariances (English)
0 references
1990
0 references
asymptotic covariance corrections
0 references
dichotomous factor analysis
0 references
hierarchical mean
0 references
covariance structures
0 references
LISREL
0 references
multivariate probits
0 references
polychoric correlation
0 references
polyserial correlation
0 references
simultaneous equations systems
0 references
Tobit models
0 references
two-limit probit-models
0 references
strong consistency
0 references
sequential maximum likelihood estimation method
0 references
asymptotically normal estimates
0 references
inverse of the Fisher information matrix
0 references
multivariate probit model
0 references
0 references
0.8007118105888367
0 references
0.7916746139526367
0 references
0.7837588787078857
0 references
0.7696713805198669
0 references
0.7673504948616028
0 references