On relative efficiency of quasi-MLE and GMM estimators of covariance structure models

DOI10.1016/j.econlet.2008.08.019zbMath1176.62056OpenAlexW2165657975MaRDI QIDQ1038082

J. Blot

Publication date: 17 November 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2008.08.019

zbMATH Keywords

robustnessgeneralized method of momentsquasi-maximum likelihood estimatorGMMLISREL(Q)MLEcovariance structuresMIMIC

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items (1)

Second order bias of quasi-MLE for covariance structure models

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Linear latent variable models and covariance structures
• Handbook of econometrics. Volume 2
• The asymptotic normal distribution of estimators in factor analysis under general conditions
• Robustness of statistical inference in factor analysis and related models
• Robustness of normal theory statistics in structural equation models*
• A general method for analysis of covariance structures
• Robustness of normal theory methods in the analysis of linear latent variate models

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