A geometric approach of the generalized least-squares estimation in analysis of covariance structures

DOI10.1016/0167-7152(94)00146-YzbMath0830.62058MaRDI QIDQ1897092

Sik-Yum Lee, Shu-Jia Wang

Publication date: 25 January 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

covariance matrixbiassecond-order approximationsinformation losscovariance structure modelgeneralized least-squares estimationintrinsic curvatureparameter-effect curvature

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Sensitivity analysis of structural equation models with equality functional constraints

Cites Work

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• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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• Structural analysis of covariance and correlation matrices
• Differential geometry of curved exponential families. Curvatures and information loss
• Asymptotic Theory of Overparameterized Structural Models
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• Asymptotically distribution‐free methods for the analysis of covariance structures

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