Automated Fitting of Nonstandard Models
- 1 April 1992
- journal article
- Published by Taylor & Francis in Multivariate Behavioral Research
- Vol. 27 (2) , 269-300
- https://doi.org/10.1207/s15327906mbr2702_13
Abstract
A method for automated parameter estimation and testing of fit of nonstandard models for mean vectors and covariance matrices is described. Nonlinear equality and inequality constraints on the parameters of the model are allowed for. All the user will need to provide are subroutines to evaluate the mean vector and covariance matrix according to the model and, if required, the constraint functions. Subroutines for derivatives need not be provided. Some applications are described.Keywords
This publication has 34 references indexed in Scilit:
- Models for learning data.Published by American Psychological Association (APA) ,1991
- Structural Equations with Latent VariablesPublished by Wiley ,1989
- A Note on Structural Models for the CircumplexPsychometrika, 1986
- The information matrix for image factor analysisLinear Algebra and its Applications, 1985
- Asymptotically distribution‐free methods for the analysis of covariance structuresBritish Journal of Mathematical and Statistical Psychology, 1984
- COVARIANCE STRUCTURESPublished by Cambridge University Press (CUP) ,1982
- Linear Structural Equations with Latent VariablesPsychometrika, 1980
- Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear StructureThe Annals of Statistics, 1975
- A COMPARISON OF THE DIRECT OBLIMIN AND PRIMARY PARSIMONY METHODS OF OBLIQUE ROTATIONBritish Journal of Mathematical and Statistical Psychology, 1975
- Standard Errors for Rotated Factor LoadingsPsychometrika, 1973