Linear structural relations: Gradient and Hessian of the fitting function

We have derived the Hessian matrix of a general type of fitting function commonly used in the analysis of linear latent-variable models.

Year of publication:	1991
Authors:	Neudecker, Heinz ; Satorra, Albert
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 1, p. 57-61
Publisher:	Elsevier
Keywords:	Covariance structure fitting-function Kronecker product matrix differential first and second derivatives

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319475