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Poon, Wai-Yin; Lee, Sik-Yum

Maximum likelihood and generalized least squares analyses of two level structural equation models. (English) Zbl 0761.62102

Stat. Probab. Lett. 14, No. 1, 25-30 (1992).
Summary: A two-level structural equation model with small level-one samples and unbalanced designs is treated. Under the assumption of normality, the maximum likelihood and generalized least squares methods are employed to analyze the model. Asymptotic properties of the estimators are discussed. Results of a Monte Carlo study investigating the performance of the estimators are reported.

Cited in 3 Documents

MSC:

62J99 Linear inference, regression
62F12 Asymptotic properties of parametric estimators
62H12 Estimation in multivariate analysis

Keywords:

maximum likelihood; two-level structural equation model; small level-one samples; unbalanced designs; normality; generalized least squares methods; Monte Carlo study

Software:

IMSL Numerical Libraries
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Full Text: DOI

References:

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