메뉴 건너뛰기




Volumn 33, Issue 1, 2004, Pages 54-87

What to do when your Hessian is not invertible: Alternatives to model respecification in nonlinear estimation

Author keywords

Generalize inverse; Generalized cholesky; Hessian; Importance sampling

Indexed keywords


EID: 3543032820     PISSN: 00491241     EISSN: None     Source Type: Journal    
DOI: 10.1177/0049124103262681     Document Type: Review
Times cited : (43)

References (36)
  • 1
    • 0003698154 scopus 로고
    • Cambridge, MA: Harvard University Press
    • Amemiya, Takeshi. 1985. Advanced Econometrics. Cambridge, MA: Harvard University Press.
    • (1985) Advanced Econometrics
    • Amemiya, T.1
  • 2
    • 0012486352 scopus 로고
    • Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
    • Berger, James O. 1976. "Admissible Minimax Estimation of a Multivariate Normal Mean With Arbitrary Quadratic Loss." Annals of Statistics 4:223-26.
    • (1976) Annals of Statistics , vol.4 , pp. 223-226
    • Berger, J.O.1
  • 4
    • 0000310469 scopus 로고
    • Limiting the risk of bayes and empirical bayes estimators - Part II: The empirical bayes case
    • Efron, Bradley and C. Morris. 1972. "Limiting the Risk of Bayes and Empirical Bayes Estimators - Part II: The Empirical Bayes Case." Journal of the American Statistical Association 67:130-39.
    • (1972) Journal of the American Statistical Association , vol.67 , pp. 130-139
    • Efron, B.1    Morris, C.2
  • 7
    • 0000130203 scopus 로고
    • Bootstrapping regression models
    • Freedman, D. A. 1981. "Bootstrapping Regression Models." Annals of Statistics 9:1218-28.
    • (1981) Annals of Statistics , vol.9 , pp. 1218-1228
    • Freedman, D.A.1
  • 10
    • 0016357685 scopus 로고
    • Newton-type methods for unconstrained and linearly constrained optimization
    • Gill, Phillip E. and Walter Murray. 1974. "Newton-Type Methods for Unconstrained and Linearly Constrained Optimization." Mathematical Programming 7:311-50.
    • (1974) Mathematical Programming , vol.7 , pp. 311-350
    • Gill, P.E.1    Murray, W.2
  • 14
    • 84942484786 scopus 로고
    • Ridge regression: Biased estimation for nonorthogonal problems
    • Hoerl, A. E. and R. W. Kennard. 1970a. "Ridge Regression: Biased Estimation for Nonorthogonal Problems." Technometrics 12:55-67.
    • (1970) Technometrics , vol.12 , pp. 55-67
    • Hoerl, A.E.1    Kennard, R.W.2
  • 15
    • 84942487147 scopus 로고
    • Ridge regression: Applications to nonorthogonal problems
    • _. 1970b. "Ridge Regression: Applications to Nonorthogonal Problems." Technometrics 12:69-82.
    • (1970) Technometrics , vol.12 , pp. 69-82
  • 20
    • 0034409890 scopus 로고    scopus 로고
    • Making the most of statistical analyses: Improving interpretation and presentation
    • King, Gary, Michael Tomz, and Jason Wittenberg. 2000. "Making the Most of Statistical Analyses: Improving Interpretation and Presentation." American Journal of Political Science 44:347-61.
    • (2000) American Journal of Political Science , vol.44 , pp. 347-361
    • King, G.1    Tomz, M.2    Wittenberg, J.3
  • 21
    • 0037714033 scopus 로고
    • Multicollinearity: A bayesian interpretation
    • Learner, Edward E. 1973. "Multicollinearity: A Bayesian Interpretation." Review of Economics and Statistics 55(3):371-80.
    • (1973) Review of Economics and Statistics , vol.55 , Issue.3 , pp. 371-380
    • Learner, E.E.1
  • 22
    • 84944477553 scopus 로고
    • Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation
    • Marquardt, D. W. 1970. "Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation." Technometrics 12:591-612.
    • (1970) Technometrics , vol.12 , pp. 591-612
    • Marquardt, D.W.1
  • 23
    • 3542994302 scopus 로고
    • A comparison of modified newton methods for unconstrained optimization
    • Matthews, A. and D. Davies. 1971. "A Comparison of Modified Newton Methods for Unconstrained Optimization." Computer Journal 14:213-94.
    • (1971) Computer Journal , vol.14 , pp. 213-294
    • Matthews, A.1    Davies, D.2
  • 25
    • 0000178613 scopus 로고
    • On the reciprocal of the general algebraic matrix
    • Moore, E. H. 1920. "On the Reciprocal of the General Algebraic Matrix (Abstract)." Bulletin of the American Mathematical Society 26:394-95.
    • (1920) Bulletin of the American Mathematical Society , vol.26 , pp. 394-395
    • Moore, E.H.1
  • 28
    • 84941503193 scopus 로고
    • Solving systems of linear equations with a positive definite, symmetric but possibly ill-conditioned matrix
    • Riley, James. 1955. "Solving Systems of Linear Equations With a Positive Definite, Symmetric but Possibly Ill-Conditioned Matrix." Mathematical Tables and Other Aides to Computation 9:96-101.
    • (1955) Mathematical Tables and Other Aides to Computation , vol.9 , pp. 96-101
    • Riley, J.1
  • 36
    • 84950432017 scopus 로고
    • A monte carlo implementation of the EM algorithm and the poor man's data augmentation algorithm
    • Wei, G. C. G. and M. A. Tanner. 1990. "A Monte Carlo Implementation of the EM Algorithm and the Poor Man's Data Augmentation Algorithm." Journal of the American Statistical Association 85:699-704.
    • (1990) Journal of the American Statistical Association , vol.85 , pp. 699-704
    • Wei, G.C.G.1    Tanner, M.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.