EconPapers    
Economics at your fingertips  
 

Parameter redundancy with covariates

Diana J. Cole and Byron J. T. Morgan

Biometrika, 2010, vol. 97, issue 4, 1002-1005

Abstract: We show how to determine the parameter redundancy status of a model with covariates from that of the same model without covariates, thereby simplifying the calculation considerably. A matrix decomposition is necessary to ensure that the symbolic computation computer programmes return correct results. The paper is illustrated by mark-recovery and latent-class models, with associated Maple code. Copyright 2010, Oxford University Press.

Date: 2010
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1093/biomet/asq041 (application/pdf)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:oup:biomet:v:97:y:2010:i:4:p:1002-1005

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().

 
Page updated 2025-03-19
Handle: RePEc:oup:biomet:v:97:y:2010:i:4:p:1002-1005