Linear latent variable models and covariance structures

Journal of Econometrics

Volumn 41, Issue 1, 1989, Pages 91-119

  Anderson, T W ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0002841488     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(89)90044-4     Document Type: Article

References (33)

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2. Estimation for the multivariate errors-in-variables model with estimated error matrix
3. The asymptotic distributions of some estimators for a factor analysis model
4. Statistical inference for covariance matrices with linear structure
5. Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices
6. Asymptotically efficient estimation of covariance matrices with linear structure
7. Estimating linear statistical relationships
8. Multivariate linear relations
9. The asymptotic normal distribution of estimators in factor analysis under general conditions
10. Statistical inference in factor analysis
11. Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
12. Generalized least squares estimators in the analysis of covariance structures
13. The maximum likelihood solution in inter-battery factor analysis
14. Factor analysis of multiple batteries by maximum likelihood
15. Covariance structures
16. Asymptotic distribution-free methods for the analysis of covariance structures
17. Robustness of statistical inference in factor analysis and related models
18. Robustness of normal theory methods in the analysis of linear latent variate models
19. Asymptotic normality for sums of dependent random variables
20. Functional, structural and ultrastructural errors-in-variables models
21. Conditions on consistency of estimators in covariance structure model
22. Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
23. Symmetry 0–1 matrices and Jacobians A review
24. The weight matrix in asymptotic distribution-free methods
25. Robustness of normal theory statistics in structural equation models
26. On some test criteria for covariance matrix
27. On matrix differentiation in statistics
28. Asymptotic distribution theory in the analysis of covariance structures (a unified approach)
29. A note on the consistency of estimators in the analysis of moment structures