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Asymptotic theory of two-level structuralequation model with constrained conditions

Zhang, Wenyang, Lee, Sik-Yum (2001) Asymptotic theory of two-level structuralequation model with constrained conditions. Statistica Sinica, 11 (1). pp. 135-145. ISSN 1017-0405. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:10603)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.

Abstract

In the context of a general two-level structural equation model with an unbalanced design and small samples at the individual levels, maximum likelihood theory is developed for estimation of the unknown parameters subject to functional constraints. It is shown that the constrained maximum likelihood estimates are consistent and asymptotically normal. A goodness-of-fit statistic is established to

test the validity of the constraints. The asymptotic results are illustrated with an example

Item Type: Article
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 11 Oct 2008 22:03 UTC
Last Modified: 16 Nov 2021 09:49 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/10603 (The current URI for this page, for reference purposes)

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