Constrained estimation in covariance structure analysis

DOI10.1093/biomet/66.3.539zbMath0418.62040OpenAlexW2012748178MaRDI QIDQ3851447

Sik-Yum Lee

Publication date: 1979

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/66.3.539

zbMATH Keywords

penalty functionfactor analysisGauss-Newton algorithmcovariance structure analysisconstrained maximum likelihood estimationaugmented information matrixconstrained weighted least squares estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

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Generalized least squares and maximum likelihood estimations of multivariate polychoric correlations ⋮ Constrained estimation and the theorem of Kuhn-Tucker ⋮ Theory and method for constrained estimation in structural equation models with incomplete data. ⋮ Constrained covariance matrix estimation in road accident modelling with Schur complements ⋮ A covariance components estimation procedure when modelling a road safety measure in terms of linear constraints ⋮ Use of prior information in the consistent estimation of regression coefficients in measurement error models ⋮ A modified Newton method for constrained estimation in covariance structure analysis ⋮ Analysis of covariance and correlation structures ⋮ The multiplier method in constrained estimation of covariance structure models ⋮ Analysis of conditional covariance structure models

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