Identification, Equivalent Models, and Computer Algebra
：Statistical Modeling and Decision Science
Publication subTitle ：Statistical Modeling and Decision Science
Author： Bekker Paul A.;Merckens Arjen;Wansbeek Tom J.
Publisher： Elsevier Science
Publication year： 2014
E-ISBN: 9781483216393
P-ISBN(Paperback): 9780120847754
P-ISBN(Hardback): 9780120847754
Subject： O212 Statistics
Keyword： 社会科学总论
Language： ENG
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Description
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.