Article ID Journal Published Year Pages File Type
418137 Computational Statistics & Data Analysis 2007 14 Pages PDF
Abstract

Parameter constraints in generalized linear latent variable models are discussed. Both linear equality and inequality constraints are considered. Maximum likelihood estimators for the parameters of the constrained model and corrected standard errors are derived. A significant reduction in the dimension of the optimization problem is achieved with the proposed methodology for fitting models subject to linear equality constraints.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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