Some remarks on estimating a covariance structure model from a sample correlation matrix

Research English OPEN
Maydeu Olivares, Alberto; Hernández Estrada, Adolfo;
(2000)
  • Subject: Estadística | Mplus | Nnormal ogive model | Mathematica | Lisrel | Tau-equivalent model
    arxiv: Statistics::Methodology
A popular model in structural equation modeling involves a multivariate normal density with a structured covariance matrix that has been categorized according to a set of thresholds. In this setup one may estimate the covariance structure parameters from the sample tetr... View more
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