Download or read book The Asymptotic Distributions of Some Estimators for a Factor Analysis Model written by Y. Amemiya and published by . This book was released on 1986 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Asymptotic Normal Distribution of Estimators in Factor Analysis Under General Conditions written by Stanford University. Econometric Workshop and published by . This book was released on 1985 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Factor Analysis at 100 written by Robert Cudeck and published by Routledge. This book was released on 2007-03-06 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a retrospective look at major developments as well as a prospective view of future directions in factor analysis. In so doing, it demonstrates how and why factor analysis is considered to be one of the methodological pillars of behavioral research. Featuring an outstanding collection of contributors, this volume offers unique insights on factor analysis and its related methods. The book reviews some of the extensions of factor analysis to such techniques as latent growth curve models, models for categorical data, and structural equation models. Intended for graduate students and researchers in the behavioral, social, health, and biological sciences who use this technique in their research, a basic knowledge of factor analysis is required and a working knowledge of linear algebra is helpful.
Download or read book Asymptotic Properties of Some Estimators in Moving Average Models written by Stanford University. Department of Statistics and published by . This book was released on 1975 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author considers estimation procedures for the moving average model of order q. Walker's method uses k sample autocovariances (k> or = q). Assume that k depends on T in such a way that k nears infinity as T nears infinity. The estimates are consistent, asymptotically normal and asymptotically efficient if k = k (T) dominates log T and is dominated by (T sub 1/2). The approach in proving these theorems involves obtaining an explicit form for the components of the inverse of a symmetric matrix with equal elements along its five central diagonals, and zeroes elsewhere. The asymptotic normality follows from a central limit theorem for normalized sums of random variables that are dependent of order k, where k tends to infinity with T. An alternative form of the estimator facilitates the calculations and the analysis of the role of k, without changing the asymptotic properties.
Download or read book Measurement Error and Latent Variables in Econometrics written by T. Wansbeek and published by North Holland. This book was released on 2000-12-08 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book first discusses in depth various aspects of the well-known inconsistency that arises when explanatory variables in a linear regression model are measured with error. Despite this inconsistency, the region where the true regression coeffecients lies can sometimes be characterized in a useful way, especially when bounds are known on the measurement error variance but also when such information is absent. Wage discrimination with imperfect productivity measurement is discussed as an important special case. Next, it is shown that the inconsistency is not accidental but fundamental. Due to an identification problem, no consistent estimators may exist at all. Additional information is desirable. This information can be of various types. One type is exact prior knowledge about functions of the parameters. This leads to the CALS estimator. Another major type is in the form of instrumental variables. Many aspects of this are discussed, including heteroskedasticity, combination of data from different sources, construction of instruments from the available data, and the LIML estimator, which is especially relevant when the instruments are weak. The scope is then widened to an embedding of the regression equation with measurement error in a multiple equations setting, leading to the exploratory factor analysis (EFA) model. This marks the step from measurement error to latent variables. Estimation of the EFA model leads to an eigenvalue problem. A variety of models is reviewed that involve eignevalue problems as their common characteristic. EFA is extended to confirmatory factor analysis (CFA) by including restrictions on the parameters of the factor analysis model, and next by relating the factors to background variables. These models are all structural equation models (SEMs), a very general and important class of models, with the LISREL model as its best-known representation, encompassing almost all linear equation systems with latent variables. Estimation of SEMs can be viewed as an application of the generalized method of moments (GMM). GMM in general and for SEM in particular is discussed at great length, including the generality of GMM, optimal weighting, conditional moments, continuous updating, simulation estimation, the link with the method of maximum likelihood, and in particular testing and model evaluation for GMM. The discussion concludes with nonlinear models. The emphasis is on polynomial models and models that are nonlinear due to a filter on the dependent variables, like discrete choice models or models with ordered categorical variables.
Download or read book Handbook of Latent Variable and Related Models written by and published by Elsevier. This book was released on 2011-08-11 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook covers latent variable models, which are a flexible class of models for modeling multivariate data to explore relationships among observed and latent variables. - Covers a wide class of important models - Models and statistical methods described provide tools for analyzing a wide spectrum of complicated data - Includes illustrative examples with real data sets from business, education, medicine, public health and sociology. - Demonstrates the use of a wide variety of statistical, computational, and mathematical techniques.
Download or read book The British Journal of Mathematical Statistical Psychology written by and published by . This book was released on 1993 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Distributions in Factor Analysis and Linear Structural Relations written by Stanford University. Econometric Workshop and published by . This book was released on 1986 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2013-05-27 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.
Download or read book Advances in Economics and Econometrics Volume 3 Econometrics written by Daron Acemoglu and published by Cambridge University Press. This book was released on 2013-05-13 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010. The papers summarize and interpret key developments in economics and econometrics, and they discuss future directions for a wide variety of topics, covering both theory and application. Written by the leading specialists in their fields, these volumes provide a unique, accessible survey of progress on the discipline. The first volume primarily addresses economic theory, with specific focuses on nonstandard markets, contracts, decision theory, communication and organizations, epistemics and calibration, and patents.
Download or read book Statistical Inference in Factor Analysis written by Theodore Wilbur Anderson and published by . This book was released on 1955 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance written by and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Econometrics written by and published by . This book was released on 1989 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Current Topics in the Theory and Application of Latent Variable Models written by Michael Charles Edwards and published by Routledge. This book was released on 2013 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 2013. Routledge is an imprint of Taylor & Francis, an informa company.
Download or read book Partial Identification in Econometrics and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Foundations of Estimation Theory written by L. Kubacek and published by Elsevier. This book was released on 2012-12-02 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of estimation theory renders the processing of experimental results both rational and effective, and thus helps not only to make our knowledge more precise but to determine the measure of its reliability. As a consequence, estimation theory is indispensable in the analysis of the measuring processes and of experiments in general.The knowledge necessary for studying this book encompasses the disciplines of probability and mathematical statistics as studied in the third or fourth year at university. For readers interested in applications, comparatively detailed chapters on linear and quadratic estimations, and normality of observation vectors have been included. Chapter 2 includes selected items of information from algebra, functional analysis and the theory of probability, intended to facilitate the reading of the text proper and to save the reader looking up individual theorems in various textbooks and papers; it is mainly devoted to the reproducing kernel Hilbert spaces, helpful in solving many estimation problems. The text proper of the book begins with Chapter 3. This is divided into two parts: the first deals with sufficient statistics, complete sufficient statistics, minimal sufficient statistics and relations between them; the second contains the mostimportant inequalities of estimation theory for scalar and vector valued parameters and presents properties of the exponential family of distributions.The fourth chapter is an introduction to asymptotic methods of estimation. The method of statistical moments and the maximum-likelihood method are investigated. The sufficient conditions for asymptotical normality of the estimators are given for both methods. The linear and quadratic methods of estimation are dealt with in the fifth chapter. The method of least squares estimation is treated. Five basic regular versions of the regression model and the unified linear model of estimation are described. Unbiased estimators for unit dispersion (factor of the covariance matrix) are given for all mentioned cases. The equivalence of the least-squares method to the method of generalized minimum norm inversion of the design matrix of the regression model is studied in detail. The problem of estimating the covariance components in the mixed model is mentioned as well. Statistical properties of linear and quadratic estimators developed in the fifth chapter in the case of normally distributed errors of measurement are given in Chapter 6. Further, the application of tensor products of Hilbert spaces generated by the covariance matrix of random error vector of observations is demonstrated. Chapter 7 reviews some further important methods of estimation theory. In the first part Wald's method of decision functions is applied to the construction of estimators. The method of contracted estimators and the method of Hoerl and Kennard are presented in the second part. The basic ideas of robustness and Bahadur's approach to estimation theory are presented in the third and fourth parts of this last chapter.
Download or read book The Collected Papers of T W Anderson 1943 1985 written by Theodore Wilbur Anderson and published by Wiley-Interscience. This book was released on 1990 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt:
