Mixed estimation in covariance structure models

Douglas G. Bonett

Statistics & Probability Letters, 1986, vol. 4, issue 4, 157-159

Abstract: The mixed estimator that has been widely used in linear regression models is applied to the general covariance structure model. This application provides a simple alternative to the Bayesian estimation, constrained estimation and inequality constrained estimation methods that have been proposed in the covariance structure model literature.

Keywords: covariance; structures; cross-validation; exact; linear; constraints; generalized; least; squares; inequality; constraints; mixed; estimator; stochastic; linear; constraints; Wald; test (search for similar items in EconPapers)
Date: 1986
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