A Note on Heywood Cases in Linear Structural Models

S. Mahseredjian and Claude Montmarquette

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Abstract: This Paper Shows That Rindskopf's Parameterization Technique Is Not an Acceptable Solution to the Heywood Problem, Especially, If One Is Interested in Standard Errors and T-Statistics for the Parameter Estimates of a Linear Structural Model. Simple Alternative Solutions Are Proposed and Discussed. Finally, This Note Raises the Question of the Existence of a Fundamental Incompatibility Between a Given Data Set and a Lisrel Modelling of a Problem. Keywords: Heywood Cases, Lisrel.

Keywords: Linear Models; Standard Errors; Tests (search for similar items in EconPapers)
Pages: 10P. pages
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:8514

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