
Identification, Equivalent Models, and Computer Algebra
Statistical Modeling and Decision Science
- 224 pages
- English
- PDF
- Available on iOS & Android
Identification, Equivalent Models, and Computer Algebra
Statistical Modeling and Decision Science
About this book
Identification, Equivalent Models, and Computer Algebra provides information pertinent to computer algebra. This book presents a brief discussion of the commutation matrix, an operator that plays a role when derivatives have to be evaluated involving symmetric matrices. Organized into eight chapters, this book begins with an overview of the link between identification of a parameter and the existence of a consistent estimator, and the link between identification of a model and the rank of a Jacobian matrix. This text then describes an algorithm for the determination of the exact rank of a parametrized matrix. Other chapters consider the identification in the simultaneous equation model. This book discusses as well the identification assessment in confirmatory factor analysis, a problem related to the simultaneous equations model. The final chapter deals with various computer programs that the enclosed diskette contains. This book is a valuable resource for readers who are interested in computer algebra.
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Information
Table of contents
- Front Cover
- Identification, Equivalent Models, and Computer Algebra
- Copyright Page
- Table of Contents
- Acknowledgements
- LIMITED WARRANTY AND DISCLAIMER OF LIABILITY
- Chapter 1. Introduction
- Chapter 2. Identification, equivalence and the computerized evaluation of rank conditions
- Chapter 3. Simultaneous equations models
- Chapter 4. Identification in factor analysis models
- Chapter 5. Restrictions on the reduced form and its computerized parametrization
- Chapter 6. Identification in the Lisrel model
- Chapter 7. Equivalence of non-nested models
- Chapter 8. Program description
- Bibliography
- Subject index
- Author index