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The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: the case of nearly singular matrix of estimates of unique variances

✍ Scribed by Kentaro Hayashi; Peter M. Bentler

Book ID
108360567
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
163 KB
Volume
321
Category
Article
ISSN
0024-3795

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The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which