Identification, equivalent models and computer algebra:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boston, Mass. u.a.
Academic Press
1994
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| Series: | Statistical modeling and decision science
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | IX, 211 S. 1 Diskette 3,5" |
| ISBN: | 0120847752 |
Staff View
MARC
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| 245 | 1 | 0 | |a Identification, equivalent models and computer algebra |c Paul A. Bekker ; Arjen Merckens ; Tom J. Wansbeck |
| 264 | 1 | |a Boston, Mass. u.a. |b Academic Press |c 1994 | |
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Record in the Search Index
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| adam_text | Contents
1 Introduction 1
1.1 Themes of this book 1
1.2 An overview of the book 3
1.3 Limitations 5
1.4 On notation 6
1.5 Tie commutation matrix 7
1.6 Computer algebra 9
2 Identification, equivalence and the computerized
evaluation of rank conditions 15
2.1 Introduction 15
2.2 Basic concepts 16
2.3 Identification and the rank of the information
matrix 19
2.4 The Jacobian matrix criterium 21
2.5 Prior information 24
2.6 Handling the rank in practice 28
2.7 Partial identification 31
2.8 Identification and equivalence 34
2.9 Tie Exact Rank Analyzer (ERA) 39
3 Simultaneous equations models 45
3.1 Introduction 45
3.2 Tie conventional simultaneous equations model 47
3.3 Simultaneous equations systems with covariance
restrictions 50
3.4 An example 53
3.5 A generai model 55
v
vi Contents
3.6 Simultaneous equations models with measurement
error 57
3.7 An example 63
3.8 Elaboration of the example 67
3.9 Another Jacobian matrix 71
4 Identification in factor analysis models 75
4.1 Introduction 75
4.2 The Jacobian matrix in confirmatory factor analysis 76
4.3 An example 80
4.4 Exploratory factor analysis 84
4.5 Tie indeterminacy problem 87
5 Restrictions on the reduced form and its
computerized parametrization 91
5.1 Introduction 91
5.2 Tie number of restrictions on the reduced form 92
5.3 Exclusion restrictions 94
5.4 Transformable restrictions 99
5.5 A minimal parametrization 102
5.6 Examples of a minimal parametrization 105
5.7 An algorithm for the computation of a minimal
parametrization of II 108
5.8 MINPARAM 110
5.9 Examples of MINPARAM 114
6 Identification in the Lisrel model 121
6.1 Introduction 121
6.2 Tie Lisrel model 124
6.3 Identification using a minimal parametrization 126
6.4 Identification using an alternative parametrization 127
6.5 An example 130
6.6 Identification using the augmented Jacobian matrix
method 135
6.7 Order conditions for Lisrel 143
Appendix: Derivation of the Jacobian matrix for the
original parameters 147
Contents vii
7 Equivalence of non nested models 157
7.1 Introduction 157
7.2 Equivalence and underidentiGcation 159
7.3 Equivalence and linear manifolds 162
7.4 A general condition for equivalence 167
7.5 Equivalence of systems of simultaneous equations 171
8 Program description 177
8.1 General description 177
8.2 Main programs 179
8.3 Subprograms 183
8.4 ERA 186
8.5 IDSIMCO and SIMCOJAC 187
8.6 IDSIMEV and SIMEVJAC 189
8.7 IDFAC and FACJAC 191
8.8 IDLISEX and LISEXJAC 192
8.9 IDLIS and LISJAC 194
8.10 MINPARAM 195
8.11 LISORDER 196
8.12 EQUISIM 197
Bibliography 199
Subject index 209
Author index 210
|
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| id | DE-604.BV009942402 |
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| indexdate | 2024-07-09T17:43:38Z |
| institution | BVB |
| isbn | 0120847752 |
| language | English |
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| physical | IX, 211 S. 1 Diskette 3,5" |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Academic Press |
| record_format | marc |
| series2 | Statistical modeling and decision science |
| spelling | Bekker, Paul A. Verfasser aut Identification, equivalent models and computer algebra Paul A. Bekker ; Arjen Merckens ; Tom J. Wansbeck Boston, Mass. u.a. Academic Press 1994 IX, 211 S. 1 Diskette 3,5" txt rdacontent n rdamedia nc rdacarrier Statistical modeling and decision science Social sciences - Statistical analysis Computerwiskunde gtt Datenverarbeitung Sozialwissenschaften Algebra Data processing Linear models (Statistics) Parameter estimation Social sciences Statistical methods Merckens, Arjen Verfasser aut Wansbeek, Tom J. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006587592&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bekker, Paul A. Merckens, Arjen Wansbeek, Tom J. Identification, equivalent models and computer algebra Social sciences - Statistical analysis Computerwiskunde gtt Datenverarbeitung Sozialwissenschaften Algebra Data processing Linear models (Statistics) Parameter estimation Social sciences Statistical methods |
| title | Identification, equivalent models and computer algebra |
| title_auth | Identification, equivalent models and computer algebra |
| title_exact_search | Identification, equivalent models and computer algebra |
| title_full | Identification, equivalent models and computer algebra Paul A. Bekker ; Arjen Merckens ; Tom J. Wansbeck |
| title_fullStr | Identification, equivalent models and computer algebra Paul A. Bekker ; Arjen Merckens ; Tom J. Wansbeck |
| title_full_unstemmed | Identification, equivalent models and computer algebra Paul A. Bekker ; Arjen Merckens ; Tom J. Wansbeck |
| title_short | Identification, equivalent models and computer algebra |
| title_sort | identification equivalent models and computer algebra |
| topic | Social sciences - Statistical analysis Computerwiskunde gtt Datenverarbeitung Sozialwissenschaften Algebra Data processing Linear models (Statistics) Parameter estimation Social sciences Statistical methods |
| topic_facet | Social sciences - Statistical analysis Computerwiskunde Datenverarbeitung Sozialwissenschaften Algebra Data processing Linear models (Statistics) Parameter estimation Social sciences Statistical methods |
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