Identification, Equivalent Models, and Computer Algebra
Author | : Paul A. Bekker |
Publisher | : Academic Press |
Total Pages | : 224 |
Release | : 2014-05-10 |
ISBN-10 | : 9781483216393 |
ISBN-13 | : 148321639X |
Rating | : 4/5 (39X Downloads) |
Download or read book Identification, Equivalent Models, and Computer Algebra written by Paul A. Bekker and published by Academic Press. This book was released on 2014-05-10 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.