Identification, Equivalent Models, and Computer Algebra

Statistical Modeling and Decision Science

Paul A. Bekker, Arjen Merckens, Tom J. Wansbeek, Gerald J. Lieberman, Ingram Olkin

• Publisher: Academic Press
• Year: 2014
• Print ISBN: 9780120847754
• eBook ISBN: 9781483216393
• Topic: Social Sciences
• Subtopic: Mathematics General
• Index: Social Sciences

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.

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