Longitudinal LISREL model estimation from incomplete panel data using the EM algorithm and the Kalman smoother

DOI10.1111/j.1467-9574.1995.tb01475.xzbMath0840.62102OpenAlexW2030524513MaRDI QIDQ4870013

Robert A. R. G. Jansen, Johan H. L. Oud

Publication date: 4 July 1996

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1995.tb01475.x

zbMATH Keywords

iterative procedureEM algorithmmaximum likelihood estimatesmissing dataKalman smootherpanel analysiseducational researchlongitudinal LISREL models

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25)

Related Items (1)

Continuous time state space modeling of panel data by means of sem

Uses Software

• LISREL

Cites Work

• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
• Stochastic processes and filtering theory
• Inference and missing data
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