A note on sequential ML estimates and their asymptotic covariances

DOI10.1007/BF02924683zbMath0693.62065MaRDI QIDQ3468484

Ulrich Küsters

Publication date: 1990

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

strong consistencyLISRELcovariance structuresasymptotically normal estimatesmultivariate probit modelpolyserial correlationTobit modelspolychoric correlationdichotomous factor analysisinverse of the Fisher information matrixsimultaneous equations systemsasymptotic covariance correctionshierarchical meanmultivariate probitssequential maximum likelihood estimation methodtwo-limit probit-models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Related Items (5)

Analysis of residuals for the multinomial item response model ⋮ Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model ⋮ Covariance structure analysis of ordinal ipsative data ⋮ A comparison of different methods for the estimation of regression models with correlated binary responses. ⋮ Limited information estimation and testing of Thurstonian models for preference data

Cites Work

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• The Theory of Parametric Identification
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Identification in Parametric Models
• Linear Statistical Inference and its Applications

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