Generalized Least Squares Estimators in the Analysis of Covariance Structures
- Author(s):
- Browne, Michael W.
- Publication Year:
- 1973
- Report Number:
- RB-73-01
- Source:
- ETS Research Bulletin
- Document Type:
- Report
- Page Count:
- 38
- Subject/Key Words:
- Analysis of Covariance (ANCOVA), Factor Analysis, Mathematical Models
Abstract
This paper concerns situations in which a p x p covariance matrix is a function of an unknown q x 1 parameter vector y-sub-c. Notation is defined in the second section and some algebraic results used in subsequent sections are given. Section 3 deals with asymptotic properties of generalized least squares (G.L.S.) estimators of y-sub-o. Section 4 concerns methods for obtaining estimates of parameters in certain linear covariance structures. (Author/KM) (38pp.)
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- http://dx.doi.org/10.1002/j.2333-8504.1973.tb00197.x