Identification, Equivalent Models, and Computer Algebra (PDF)
Statistical Modeling and Decision Science
(Sprache: Englisch)
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...
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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.
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.
Bibliographische Angaben
- Autoren: Paul A. Bekker , Arjen Merckens , Tom J. Wansbeek
- 2014, 224 Seiten, Englisch
- Herausgegeben: Gerald J. Lieberman, Ingram Olkin
- Verlag: Elsevier Science & Techn.
- ISBN-10: 148321639X
- ISBN-13: 9781483216393
- Erscheinungsdatum: 10.05.2014
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Größe: 9.99 MB
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