An estimate of the covariance between variables which are not jointly observed
From MaRDI portal
Publication:2250651
Recommendations
Cites work
- EFFICIENCY OF ESTIMATION WHEN THERE IS ONLY ONE COMMON FACTOR
- Equating test scores -- a maximum likelihood solution
- Estimation for structural equation models with missing data
- Estimation for the multiple factor model when data are missing
- Estimation of Parameters from Incomplete Data
- scientific article; zbMATH DE number 4088699 (Why is no real title available?)
- scientific article; zbMATH DE number 45532 (Why is no real title available?)
- scientific article; zbMATH DE number 3485049 (Why is no real title available?)
- scientific article; zbMATH DE number 728197 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
- Maximum Likelihood Estimation with Incomplete Multivariate Data
- MULTIVARIATE STATISTICAL INFERENCE UNDER MARGINAL STRUCTURE
- On structural equation modeling with data that are not missing completely at random
- Properties of the maximum likelihood solution in factor analysis regression
- Range restrictions for product-moment correlation matrices
- Robust Estimation of the Mean and Covariance Matrix from Data with Missing Values
Cited in
(2)
This page was built for publication: An estimate of the covariance between variables which are not jointly observed
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2250651)