CONSTRAINED ESTIMATION IN COVARIANCE STRUCTURE-ANALYSIS
成果类型：
Article
署名作者：
LEE, SY
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1979
页码：
539545
关键词：
摘要：
In covariance structure analysis, the method of weighted least squares for estimating parameters subject to functional constraints is developed. Statistical properties of the estimator are studied and a goodness-of-fit statistic is presented. Based on the penalty function technique, an algorithm is developed. This algorithm is able to produce the constrained weighted least squares estimator and the constrained maximum likelihood estimator if an appropriate weight matrix is chosen iteratively. The feasibility of the proposed algorithm is demonstrated by an example in factor analysis.