THE COVARIANCE MATRIX OF THE LIMITED INFORMATION ESTIMATOR AND THE IDENTIFICATION TEST: COMMENT,

Abstract

In their article, Liu and Breen propose a new estimator of the large-sample asymptotic covariance matrix for the limited information maximum likelihood estimator in simultaneous equations, and question the interpretation of a statistic used in the past to test overidentifying restrictions. The present paper comments on this matter.

Document Details

Document Type
Technical Report
Publication Date
May 14, 1970
Accession Number
AD0706310

Entities

People

  • Franklin M. Fisher
  • Joseph B. Kadane

Organizations

  • Center for Naval Analyses

Tags

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Identification
  • Information Science
  • Mathematics
  • Simultaneous Equations
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.
  • Theoretical Analysis.