scientific article; zbMATH DE number 3441501

zbMATH Open0281.62071MaRDI QIDQ4766465FDOQ4766465

Authors: Michael W. Browne 

Publication date: 1974

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (78)

• Quantifying adventitious error in a covariance structure as a random effect
• Errors-in-variables system identification using structural equation modeling
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Describing the elephant: Structure and function in multivariate data
• On the treatment of correlation structures as covariance structures
• Some properties of estimated scale invariant covariance structures
• Analysis of covariance and correlation structures
• Asymptotic equivalence of unique variance estimators in marginal and conditional factor analysis models
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• Kronecker product permutation matrices and their application to moment matrices of the normal distribution
• The comparative efficacy of imputation methods for missing data in structural equation model\-ing.
• Factor uniqueness of the structural Parafac model
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• Factor and ideal point analysis for interpersonally incomparable data
• Statistical inference of minimum rank factor analysis
• Tests of homogeneity of means and covariance matrices for multivariate incomplete data
• Linear structural relations: Gradient and Hessian of the fitting function
• Testing and estimation of equal variances for correlated variables
• Asymptotic normality of test statistics under alternative hypotheses
• Several inequalities involving Khatri-Rao products of positive semidefinite matrices
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value
• Ridge structural equation modelling with correlation matrices for ordinal and continuous data
• Linear latent variable models and covariance structures
• Matrix algebra for higher order moments
• Inequalities involving Hadamard products of positive semidefinite matrices
• A Bayesian analysis on time series structural equation models
• Estimation for structural equation models with missing data
• Factor analysis for non-normal variables
• Theory and method for constrained estimation in structural equation models with incomplete data.
• The Elimination Matrix: Some Lemmas and Applications
• Covariance structure analysis in several populations
• Structural equation models with continuous and polytomous variables
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• A class of distribution-free models for longitudinal mediation analysis
• Algorithms for unweighted least-squares factor analysis
• Invariance of covariance structures under groups of transformations
• The asymptotic distributions of some estimators for a factor analysis model
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
• On the distribution of the maximum likelihood estimator of Cronbach's alpha
• Standard errors of fit indices using residuals in structural equation modeling
• Statistical inference of semidefinite programming
• Tests for equality of parameter matrices in two multivariate linear models
• The role of conditional likelihoods in latent variable modeling
• Asymptotic biases in exploratory factor analysis and structural equation modeling
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Matrix results on the Khatri-Rao and Tracy-Singh products
• Model conditions for asymptotic robustness in the analysis of linear relations
• A matrix equality useful in goodness-of-fit testing of structural equation models
• Mixtures of conditional mean- and covariance-structure models
• Some relationships between factors and components
• The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
• The algebra of multimode factor analysis
• On the mean and variance of response times under the diffusion model with an application to parameter estimation
• Analysis of conditional covariance structure models
• Consistency conditions on the least squares estimator in single common factor analysis model
• The information matrix for image factor analysis
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• Testing structural equation models: the effect of kurtosis
• A Gauss-Newton algorithm for exploratory factor analysis
• The covariance matrix of a general symmetric second degree matrix polynomial under normality assumptions
• Sensitivity analysis of structural equation models with equality functional constraints
• Sensitivity analysis of structural equation models
• Statistical aspects of a three-mode factor analysis model
• Improving the convergence rate and speed of Fisher-scoring algorithm: ridge and anti-ridge methods in structural equation modeling
• Identification of inconsistent variates in factor analysis
• The effect of kurtosis on the power of two test statistics in covariance structure analysis
• Indeterminacy problems in factor analysis and optimal principal component analysis
• Estimation of time-varying coefficient dynamic panel data models
• Daily soil temperature modeling using `panel-data' concept
• Book review of: Tom Wansbeek and Erik Meijer, Measurement error and latent variables in econometrics
• On nonequivalence of several procedures of structural equation modeling
• SEM modeling with singular moment matrices. III: GLS estimation
• Statistical inference in factor analysis for diffusion processes from discrete observations
• Maximum likelihood and generalized least squares analyses of two level structural equation models
• Analysis of multisample identified and non-identified structural equation models with stochastic constraints
• Beyond the mean: a flexible framework for studying causal effects using linear models
• Frequentist model averaging in structural equation modelling

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