A note on sequential ML estimates and their asymptotic covariances

DOI10.1007/BF02924683zbMATH Open0693.62065MaRDI QIDQ3468484FDOQ3468484

Authors: Ulrich Küsters 

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

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zbMATH Keywords

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Linear Statistical Inference and its Applications
• Maximum likelihood estimation of the polychoric correlation coefficient
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• Estimation of the Two-Limit Probit Regression Model
• The polyserial correlation coefficient
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• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
• The Theory of Parametric Identification
• Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables
• On a two-step estimation of a multivariate logit model
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Cited In (7)

• Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model
• Limited information estimation and testing of Thurstonian models for preference data
• Analysis of residuals for the multinomial item response model
• Computational issues in the sequential probit model: a Monte Carlo study
• Covariance structure analysis of ordinal ipsative data
• A comparison of different methods for the estimation of regression models with correlated binary responses.
• A method of moments interpretation of sequential estimators

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