Parameter constraints in generalized linear latent variable models

نویسندگان

  • R. Tsonaka
  • I. Moustaki
چکیده

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. © 2006 Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 51  شماره 

صفحات  -

تاریخ انتشار 2007