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

DOI10.1016/S0167-9473(03)00035-5zbMATH Open1429.62197MaRDI QIDQ956839FDOQ956839

Authors: B. E. Eshmatov 

Publication date: 26 November 2008

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

Recommendations

• Computation of Maximum Likelihood Estimates in Association Models
• Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients
• Maximum likelihood estimation of familial correlations
• Methods of estimation for quasi-independence in contingency tables
• scientific article; zbMATH DE number 788230

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)

Cites Work

• Algorithm AS 253: Maximum Likelihood Estimation of the RC(M) Association Model
• Computation of Maximum Likelihood Estimates in Association Models
• Estimating the dimension of a model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Identification in Parametric Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• The biplot graphic display of matrices with application to principal component analysis
• 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
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Canonical Analysis of Contingency Tables by Maximum Likelihood
• Title not available (Why is that?)
• The Lagrangian Multiplier Test
• Measures, Models, and Graphical Displays in the Analysis of Cross-Classified Data
• Title not available (Why is that?)
• 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
• A least squares procedure for estimating the parameters in the RC- association model for contingency tables
• ASYMPTOTIC DISTRIBUTIONS OF THE CANONICAL CORRELATIONS FROM CONTINGENCY TABLES
• A note on Silvey's (1959) theorem
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized Least Squares Estimation in Contingency Tables Analysis: Asymptotic Properties and Applications

Cited In (7)

• An evaluation of non-iterative methods for estimating the linear-by-linear parameter of ordinal log-linear models
• Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table
• A new general class of RC association models: estimation and main properties
• Title not available (Why is that?)
• 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

Uses Software

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

This page was built for publication: A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956839)