Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling

DOI10.1007/S10463-016-0552-2MaRDI QIDQ2397335zbMATH OpenOpenAlexFDO

Authors Ke-Hai Yuan, Peter M. Bentler

Publication date 22 May 2017

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-016-0552-2

zbMATH Keywords

coefficient of variationcondition numberFisher-scoring algorithmparameter estimatesspeed of convergencestructural equation modeling (SEM)

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Application of the bootstrap methods in factor analysis
• Asymptotically distribution‐free methods for the analysis of covariance structures
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• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 2146311 (Why is no real title available?)
• scientific article; zbMATH DE number 3441501 (Why is no real title available?)
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• Numerical Optimization
• On the convergence properties of the EM algorithm
• Structural equation modeling with near singular covariance matrices

Cited in

(2)

• Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression
• Alpha, FACTT, and beyond

Describes a project that uses

Uses Software

• EQS
• LISREL
• SAS
• SAS/STAT

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