Parameter redundancy with covariates

We show how to determine the parameter redundancy status of a model with covariates from that of the same model without covariates, thereby simplifying the calculation considerably. A matrix decomposition is necessary to ensure that the symbolic computation computer programmes return correct results. The paper is illustrated by mark-recovery and latent-class models, with associated Maple code. Copyright 2010, Oxford University Press.

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Year of publication:	2010
Authors:	Cole, Diana J. ; Morgan, Byron J. T.
Published in:	Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 97.2010, 4, p. 1002-1005
Publisher:	Biometrika Trust

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009148388