Accession Number : AD0706310

Title :   THE COVARIANCE MATRIX OF THE LIMITED INFORMATION ESTIMATOR AND THE IDENTIFICATION TEST: COMMENT,

Corporate Author : CENTER FOR NAVAL ANALYSES ARLINGTON VA

Personal Author(s) : Fisher,Franklin M. ; Kadane,Joseph B.

Report Date : 14 MAY 1970

Pagination or Media Count : 10

Abstract : In their article, Liu and Breen propose a new estimator of the large-sample asymptotic covariance matrix for the limited information maximum likelihood estimator in simultaneous equations, and question the interpretation of a statistic used in the past to test overidentifying restrictions. The present paper comments on this matter.

Descriptors :   (*STATISTICAL TESTS, DECISION THEORY), ANALYSIS OF VARIANCE, MATRICES(MATHEMATICS), SAMPLING

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE