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Asymptotic Covariance Matrix

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Journal Article
Demography (1976) 13 (1): 37–44.
Published: 01 February 1976
..., is presented in this paper. It describes reasonably well the data on first conception times in the context of premarital conceptions. Simple expressions for the maximum likelihood estimators of the parameters involved in the model are obtained and a method for finding the asymptotic covariance matrix...
Journal Article
Demography (1970) 7 (3): 349–360.
Published: 01 August 1970
... to establish. 26 1 2011 © Population Association of America 1970 1970 Maximum Likelihood Estimate Maximum Likelihood Estimator Moment Estimator Moment Estimate Asymptotic Covariance Matrix References Berquó , Elza S. , & others ( 1968 ). Levels and variations...
Journal Article
Demography (1972) 9 (2): 249–255.
Published: 01 May 1972
... the moment estimates, a, h, as follows: a = 2(m2 - ml : ) m2 - 2ml The asymptotic covariance matrix, r', of the M.L. estimates is given by (3.6), where where - 1 V(h) = N(V2 - 2V12)i {V25+ 3V24VI2+ 4VI4V23 - 4VI3V22V3 + 4Vl ftV4 - 8V15V2Va} = h2a(a - 1)2(a2 - 3a + 4) (3 16) N(a - 2)(a - 3)(a - 4) . ( - h...
Journal Article
Demography (1995) 32 (1): 111–131.
Published: 01 February 1995
... substantive difference between this approach and the two-stage estimator described above is that Rivers and Vuong provide formulas for the asymptotically correct covariance matrix. The Monte Carlo results of Guilkey et al. (1992) showed little difference in the performance of tests based on these alternative...
Journal Article
Demography (1975) 12 (2): 291–301.
Published: 01 May 1975
... with length (t - 1). The prime symbol denotes the transpose of the matrix. The elements of the (VI matrix are computed using the expression (2), and the elements of the H matrix are computed using the expression (A.13). The asymptotic variance-covariance matrix D of the maximum likelihood estimates of a and b...
Journal Article
Demography (2002) 39 (1): 75–93.
Published: 01 February 2002
... covariance matrix of polyserial estimates is supplied as the weight for least square estimates. In this study, we applied the WLS method for solving LISREL equations with polyserial and tetrachoric correlations. The asymptotically distribution-free estimates are considered to be robust to violations...
Journal Article
Demography (1979) 16 (3): 481–484.
Published: 01 August 1979
... = (1fto, 1ft!> 1ftr)' , the corresponding estimate will be Pt = (Pto, PIl' Ptr and a consistent estimate of the covari- ance matrix of Pt will be 1 . Vt (pe) = - X n, I) matrix of theand K* is an (r X (r + form (6). [ -I 1 0 0 0 0] K* = ., ~ .. ~ .. ~ ., ~ .. ~ , . ~ o 0 0", -I 1 0 o 0 0, . . 0 -1 1 (6...
Journal Article
Demography (1971) 8 (4): 441–450.
Published: 01 November 1971
.... By postulating a branching process model determined by fixed and known schedules of birth and death probabilities, we are able to calculate the covariance matrix CT of XT By this and a multi-normal approximation, a family of simultaneous prediction intervals of all linear functions of XT - eT is obtained...
Journal Article
Demography (2013) 50 (3): 777–801.
Published: 15 March 2013
... projections were then made by sampling the vector of random perturbations, , from a multivariate normal distribution whose covariance matrix incorporates the residual correlation matrix, . The aggregated projections for the South Asian region are shown in Fig. 7 . The 2007 IIASA projections available...
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Includes: Supplementary data
Journal Article
Demography (1990) 27 (2): 267–284.
Published: 01 May 1990
...) (A. 11) where N is the number of observations in the sample, and on the estimated asymptotic variance of equation (A.9). The asymptotic variance of equation (A.9) is obtained by evaluating the information matrix for the approximation of h(t) in equation (A.7) on the basisof the parameters (P, a 2...
Journal Article
Demography (1981) 18 (2): 217–230.
Published: 01 May 1981
... of the parameter estimates to be formed, they are of great interest. The standard er- rors are the square roots of the diagonal elements of the inverse of the information matrix. The information matrix elements are asymptotically equivalent to the nega- dlogL(Yls,b) ~ {YI "Yi l (1 = L.J - + - og + siJs ,s s - [ "Y...
Journal Article
Demography (1987) 24 (4): 481–496.
Published: 01 November 1987
... that appear in the anticipated births-averted expression remain unaffected. In this special case, much of the information one would hope to draw from the covariance terms is unaffected by forecast error. In more general models, with four unobservables (uc , us. vc , Vd), estimation of the covariance matrix...
Journal Article
Demography (1990) 27 (3): 337–356.
Published: 01 August 1990
... of interacting events in a single system, covariates may have significant effects for only a subset of events. This suggests ideally that a variance-eovariance matrix of the parameter estimates from all of the constituent hazard models should be calculated. We also suspect that this involves the necessity...
Journal Article
Demography (1995) 32 (1): 81–96.
Published: 01 February 1995
..., certainty, centrality), we estimated confirmatory factor models with data from primary respondents at the initial interview. We tested models under assumptions of ordinal measurement, where possible. The asymptotic covariance matrix was generated with PRELIS (Joreskog and Sorbom 1988), and we used LISREL 7...
Journal Article
Demography (2009) 46 (1): 65–83.
Published: 01 February 2009
... conditions, the estimated value that maximizes the likelihood (3) is an asymptotically ef cient estimator of . The estimator is also asymptotically unbiased, and normal with asymptotic variance Vs, where Vs is the inverse of the expected information matrix for the parameter , whose elements are given...
Journal Article
Demography (1983) 20 (1): 1–26.
Published: 01 February 1983
... the results by examin- ing the matrix consisting of predicted risks for each cell or the matrices of predicted probabilities of surviving to or dying by certain ages (Schirm et al., 1982). It should be noted that if there are no interactions between covariates and age intervals, then the model becomes a pro...
Journal Article
Demography (1984) 21 (4): 519–536.
Published: 01 November 1984
... properties asymptotical- ly. Under fairly general conditions, and assuming computational convergence, the estimators are consistent and asymp- totically normal (Chamberlain, 1982). Moreover, a consistent estimator for the variances and covariances of the esti- mates is obtained from the inverse of the matrix...
Journal Article
Demography (1969) 6 (2): 185–221.
Published: 01 May 1969
... were not sig- TABLE l.-Results from the First Monte Carlo Experiment THEORETICAL HONTE CARLO expectations at time t = 10 192.188 321.523 560.473 covariance matrix, 226.534 - 37.366 - 37.366 1064.137 167.573 - 155.012 t .. 10 167.573 -155.012 725.981 means at time t .. 10 193.675 321.300 557.575...
Journal Article
Demography (2015) 52 (3): 835–860.
Published: 02 May 2015
... significantly across quantiles, we need a covariance matrix of the coefficients across quantiles, which can be obtained using the bootstrap approach through a simultaneous quantile regression command -sqreg- in Stata. The recommended number of resamples in bootstrap (reps in Stata) is 50–200. This article...
FIGURES
Journal Article
Demography (2024) 61 (2): 493–511.
Published: 01 April 2024
...% of global migrants overall ( United Nations 2020 ). We must acknowledge the limitations of our empirical strategy. The IOM's travel restriction matrix, which we use to construct our treatment variable, has only three values: complete travel restrictions, an unspecified degree of partial restrictions...
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Includes: Supplementary data