Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
418137 | Computational Statistics & Data Analysis | 2007 | 14 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
R. Tsonaka, I. Moustaki,