dc.contributor.advisor | Kolenikov, Stanislav | eng |
dc.contributor.author | Yuan, Yiyong | eng |
dc.date.issued | 2007 | eng |
dc.date.submitted | 2007 Fall | eng |
dc.description | The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. | eng |
dc.description | Title from PDF of title page (University of Missouri--Columbia, viewed on September 15, 2009). | eng |
dc.description | Thesis advisor: Dr. Stanislav Kolenikov. | eng |
dc.description | Includes bibliographical references. | eng |
dc.description | M.A. University of Missouri--Columbia 2007. | eng |
dc.description | Dissertations, Academic -- University of Missouri--Columbia -- Statistics. | eng |
dc.description.abstract | This thesis provides a preliminary investigation of empirical likelihood approach estimation of structural equation models. An auxiliary variable approach built on general estimating equation methods in the EL settings is followed. An auxiliary variable is proposed and estimation/inference based upon it is developed. Testing of model covariance structure for over-identified model is suggested. Asymptotic efficiency connection with Un-weighted Least Squares estimator and multi-normal MLE is established. Estimation example of non-elliptical distribution data is provided. | eng |
dc.identifier.merlin | b70797134 | eng |
dc.identifier.oclc | 436774034 | eng |
dc.identifier.uri | https://hdl.handle.net/10355/5029 | |
dc.identifier.uri | https://doi.org/10.32469/10355/5029 | eng |
dc.language | English | eng |
dc.publisher | University of Missouri--Columbia | eng |
dc.relation.ispartofcommunity | University of Missouri-Columbia. Graduate School. Theses and Dissertations. Theses. 2007 Theses | eng |
dc.subject.lcsh | Estimation theory -- Asymptotic theory | eng |
dc.subject.lcsh | Probabilities | eng |
dc.title | Empirical likelihood approach estimation of structural equation models | eng |
dc.type | Thesis | eng |
thesis.degree.discipline | Statistics (MU) | eng |
thesis.degree.grantor | University of Missouri--Columbia | eng |
thesis.degree.level | Masters | eng |
thesis.degree.name | M.A. | eng |