A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models

DOI10.1016/S0167-9473(03)00035-5MaRDI QIDQ956839zbMATH OpenFDO

Authors B. E. Eshmatov

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

correlation modelsassociation modelsasymptotic covariance matrix of ML estimatorsconstrained ML estimatorscontingency tables analysisFisher's scoring algorithm

Mathematics Subject Classification ID

Contingency tables (62H17) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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• A least squares procedure for estimating the parameters in the RC- association model for contingency tables
• A note on Silvey's (1959) theorem
• ASYMPTOTIC DISTRIBUTIONS OF THE CANONICAL CORRELATIONS FROM CONTINGENCY TABLES
• Algorithm AS 253: Maximum Likelihood Estimation of the RC(M) Association Model
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• Computation of Maximum Likelihood Estimates in Association Models
• Estimating the dimension of a model
• Generalized Least Squares Estimation in Contingency Tables Analysis: Asymptotic Properties and Applications
• Identification in Parametric Models
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Measures, Models, and Graphical Displays in the Analysis of Cross-Classified Data
• On Least Squares with Insufficient Observations
• Some Useful Extensions of the Usual Correspondence Analysis Approach and the Usual Log-Linear Models Approach in the Analysis of Contingency Tables
• The Lagrangian Multiplier Test
• The analysis of cross-classified data having ordered and/or unordered categories: Association models, correlation models, and asymmetry models for contingency tables with or without missing entries
• The biplot graphic display of matrices with application to principal component analysis

Cited in

(7)

• Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table
• An evaluation of non-iterative methods for estimating the linear-by-linear parameter of ordinal log-linear models
• A new general class of RC association models: estimation and main properties
• scientific article; zbMATH DE number 788230 (Why is no real title available?)
• The Box-Cox transformation and non-iterative estimation methods for ordinal log-linear models
• Gram-Schmidt-Fisher scoring algorithm for parameter orthogonalization in MLE
• Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme

Describes a project that uses

Uses Software

• DASSOC
• AS 253
• LINPACK
• AS 7
• AS 6

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