Parameter constraints in generalized linear latent variable models

被引：9
|
作者：
Tsonaka, R.
Moustaki, I.
机构：
[1] Athens Univ Econ & Business, Dept Stat, Athens 10434, Greece
[2] Catholic Univ Louvain, Biostat Ctr, B-3000 Louvain, Belgium
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2007年 / 51卷 / 09期
关键词：
generalized linear latent variable models; linear equality and inequality constraints; Lagrange multipliers; adaptive barrier method;
D O I：
10.1016/j.csda.2006.04.023
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
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. (c) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：4164 / 4177
页数：14
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