Linear structural relations: Gradient and Hessian of the fitting function

DOI10.1016/0167-7152(91)90178-TzbMath0712.62066OpenAlexW1996264229MaRDI QIDQ749125

Albert Satorra, Heinz Neudecker

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90178-t

zbMATH Keywords

Kronecker productcovariance structureHessian matrixfitting functionfirst and second derivativeslinear latent- variable modelsmatrix differential

Mathematics Subject Classification ID

Linear inference, regression (62J99) Basic linear algebra (15A99)

Related Items

Meta-analytic Gaussian network aggregation, The variance matrix of sample second-order moments in multivariate linear relations

Uses Software

• LISREL

Cites Work

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• Estimating linear statistical relationships
• A study of algorithms for covariance structure analysis with specific comparisons using factor analysis
• Linear structural equations with latent variables
• Asymptotic Theory of Overparameterized Structural Models
• A simple comprehensive model for the analysis of covariance structures
• Asymptotically distribution‐free methods for the analysis of covariance structures