SEM modeling with singular moment matrices Part III: GLS estimation

DOI10.1080/0022250X.2016.1162790zbMath1404.62076OpenAlexW2502551082MaRDI QIDQ4963367

Hermann Singer

Publication date: 2 November 2018

Published in: The Journal of Mathematical Sociology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0022250x.2016.1162790

zbMATH Keywords

time seriespanel datamaximum likelihood (ML) estimationstructural equation models (SEM)generalized least squares (GLS) estimationpseudo maximum likelihood (PML) estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Uses Software

• LISREL

Cites Work

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• Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
• Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
• Quasi-likelihood models and optimal inference
• SEM Modeling with Singular Moment Matrices Part II: ML-Estimation of Sampled Stochastic Differential Equations
• SEM Modeling with Singular Moment Matrices Part I: ML-Estimation of Time Series
• Pseudo Maximum Likelihood Methods: Theory
• Problems with the estimation of stochastic differential equations using structural equations models
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Linear Statistical Inference and its Applications
• Maximum Likelihood Estimation of Misspecified Models

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