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NCJ Number: 52010 Find in a Library
Title: SIMPLE MODIFICATION OF THE TWO-STAGE LEAST-SQUARES PROCEDURE FOR UNDERSIZED SAMPLES (FROM STRUCTURAL EQUATION MODELS IN THE SOCIAL SCIENCES, 1973, BY ARTHUR S GOLDBERGER AND OTIS D DUNCAN - SEE NCJ-52004)
Author(s): H THEIL
Corporate Author: Seminar Press, Inc
United States of America
Date Published: 1973
Page Count: 17
Sponsoring Agency: Russell Sage Foundation
New York, NY 10065
Seminar Press, Inc
New York, NY 10003
Type: Report (Study/Research)
Format: Document
Language: English
Country: United States of America
Annotation: ESTIMATION PROCEDURES BASED ON TWO-STAGE LEAST SQUARES ANALYSIS PROCEDURES FOR UNDERSIZED SAMPLES ARE DESCRIBED AND ILLUSTRATED.
Abstract: IN ECONOMETRICS, ALMOST ALL LARGE MODELS AND MANY MEDIUM-SIZED MODELS HAVE A NUMBER OF PREDETERMINED VARIABLES EXCEEDING THE NUMBER OF OBSERVATIONS. THIS PROBLEM IS NOT CONFINED TO TWO-STAGE LEAST SQUARES ESTIMATION. FULL INFORMATION METHODS SUCH AS THREE-STAGE LEAST SQUARES ANALYSIS AND LINEARIZED MAXIMUM-LIKELIHOOD TECHNIQUES USE TWO-STAGE LEAST SQUARES ESTIMATES AS BASIC INGREDIENTS AND ARE INAPPLICABLE WHEN TWO-STAGE LEAST SQUARES ANALYSIS IS NOT APPROPRIATE. VARIOUS ATTEMPTS TO SOLVE PROBLEMS ASSOCIATED WITH UNDERSIZED SAMPLES ARE REVIEWED, AND A CLASS OF ESTIMATORS FOR UNDERSIZED SAMPLES IS DEVELOPED. CONSIDERATION IS GIVEN TO ASYMPTOTIC VARIANCES AND COVARIANCES. FURTHER INFORMATION ON ESTIMATION PROCEDURES IS APPENDED. SUPPORTING EQUATIIONS ARE INCLUDED. (DEP)
Index Term(s): Analysis; Evaluation; Evaluation techniques; Mathematical modeling; Research
Note: REVISION OF A PAPER PRESENTED AT A CONFERENCE COSPONSORED BY THE SOCIAL SCIENCE RESEARCH COUNCIL AND THE SOCIAL SYSTEMS RESEARCH INSTITUTE OF THE UNIVERSITY OF WISCONSIN, MADISON, NOV 12-16, 1970
To cite this abstract, use the following link:
http://www.ncjrs.gov/App/publications/abstract.aspx?ID=52010

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