Linear structural relations: Gradient and Hessian of the fitting function

Heinz Neudecker and Albert Satorra

Statistics & Probability Letters, 1991, vol. 11, issue 1, 57-61

Abstract: We have derived the Hessian matrix of a general type of fitting function commonly used in the analysis of linear latent-variable models.

Keywords: Covariance; structure; fitting-function; Kronecker; product; matrix; differential; first; and; second; derivatives (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (4)

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