Hostname: page-component-848d4c4894-hfldf Total loading time: 0 Render date: 2024-05-19T10:15:30.554Z Has data issue: false hasContentIssue false
  • English
  • Français

02.4.2. On the Rank of a Matrix Useful in Goodness-of-Fit Testing of Structural Equation Models —Solution

Published online by Cambridge University Press:  01 August 2003

Simo Puntanen ,
George P.H. Styan  and
Hans Joachim Werner
Simo Puntanen
Affiliation:
University of Tampere, Tampere, Finland
George P.H. Styan
Affiliation:
McGill University, Montréal, Québec, Canada
Hans Joachim Werner
Affiliation:
University of Bonn, Bonn, Germany
Get access Rights & Permissions [Opens in a new window]

Extract

On the rank of a matrix useful in goodness-of-fit testing of structural equation models—solution.An excellent solution was independently proposed by A. Satorra and H. Neudecker, the posers of the problem.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 4 , August 2003 , pp. 704 - 705
Copyright
© 2003 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Marsaglia, G. & G.P.H. Styan (1974) Equalities and inequalities for rank of matrices. Linear and Multilinear Algebra 2, 269–292.Google Scholar
Werner, H.J. (1985) More on the BLUE estimation in regression models with possibly singular covariances. Linear Algebra and Its Applications 67, 207–214.Google Scholar
Werner, H.J. & C. Yapar (1996) On inequality constrained generalized least squares selections in the general possibly singular Gauss-Markov model: A projector theoretical approach. Linear Algebra and Its Applications 237/238, 359–393.