The use of generalized inverses in restricted maximum likelihood

DOI10.1016/0024-3795(85)90054-0zbMath0609.62081OpenAlexW2080535010MaRDI QIDQ1086945

F. J. Henk Don

Publication date: 1985

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(85)90054-0

zbMATH Keywords

Kronecker productsgeneralized inversesMoore-Penrose inverselinear restrictionsconvergence in probabilitysingular covariance matrixlinear expenditure systembordered information matrixgeneral restricted maximum likelihoodgeneralized method of scoringmatrix differentialsnonlinear seemingly unrelated regressions model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Theory of matrix inversion and generalized inverses (15A09) Multilinear algebra, tensor calculus (15A69)

Related Items (6)

On the symmetric solutions of a linear matrix equation ⋮ A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression ⋮ CONSTRAINED NON–LINEAR LEAST SQUARES ⋮ Testing for the equality of EC50 values in the presence of unequal slopes with application to toxicity of selenium types ⋮ A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling ⋮ A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The commutation matrix: Some properties and applications
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• A note on the information matrix of the multivariate normal distribution
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• Restrictions on variables
• Identification and Lack of Identification
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
• The Elimination Matrix: Some Lemmas and Applications
• Aggregation and Identification
• On matrix procedures for optimizing differentiable scalar functions of matrices
• Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products
• Maximum Likelihood Estimation of the Linear Expenditure System
• Identification in Parametric Models
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• Note on the Consistency of the Maximum Likelihood Estimate

This page was built for publication: The use of generalized inverses in restricted maximum likelihood