A note on sequential ML estimates and their asymptotic covariances
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Publication:3468484
strong consistencypolychoric correlationLISRELcovariance structuresasymptotically normal estimatesmultivariate probit modelpolyserial correlationTobit modelsdichotomous factor analysisinverse of the Fisher information matrixsimultaneous equations systemsasymptotic covariance correctionshierarchical meanmultivariate probitssequential maximum likelihood estimation methodtwo-limit probit-models
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Cites work
- scientific article; zbMATH DE number 3912096 (Why is no real title available?)
- scientific article; zbMATH DE number 3938399 (Why is no real title available?)
- scientific article; zbMATH DE number 3748284 (Why is no real title available?)
- scientific article; zbMATH DE number 3381668 (Why is no real title available?)
- A statistical model for the analysis of ordinal level dependent variables
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
- Estimation of Relationships for Limited Dependent Variables
- Estimation of the Two-Limit Probit Regression Model
- Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
- Identification in Parametric Models
- Linear Statistical Inference and its Applications
- Maximum likelihood estimation of the polychoric correlation coefficient
- On Least Squares Estimation when the Dependent Variable is Grouped
- On a two-step estimation of a multivariate logit model
- Regression Analysis when the Dependent Variable Is Truncated Normal
- The Theory of Parametric Identification
- The polyserial correlation coefficient
Cited in
(7)- Analysis of residuals for the multinomial item response model
- Limited information estimation and testing of Thurstonian models for preference data
- A method of moments interpretation of sequential estimators
- A comparison of different methods for the estimation of regression models with correlated binary responses.
- Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model
- Covariance structure analysis of ordinal ipsative data
- Computational issues in the sequential probit model: a Monte Carlo study
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