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NCJ Number: 52011 Find in a Library
Title: EFFICIENT ESTIMATION IN OVERIDENTIFIED MODELS - AN INTERPRETIVE ANALYSIS (FROM STRUCTURAL EQUATION MODELS IN THE SOCIAL SCIENCES, 1973, BY ARTHUR S GOLDBERGER AND OTIS D DUNCAN - SEE NCJ-52004)
Author(s): A S GOLDBERGER
Corporate Author: Seminar Press, Inc
United States of America
Date Published: 1973
Page Count: 22
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 ARE DISCUSSED AS DEVICES FOR COMBINING CONFLICTING ITEMS OF INFORMATION AVAILABLE IN OVERIDENTIFIED MODELS.
Abstract: IF A STRUCTURAL EQUATION IS OVERIDENTIFIED, THERE ARE ALTERNATIVE DISTINCT ESTIMATORS OF ITS PARAMETERS. EFFICIENT ESTIMATION IN OVERIDENTIFIED MODELS INVOLVES THE CONSTRUCTION OF APPROPRIATELY WEIGHTED AVERAGES OF BASIC ESTIMATORS. RESTRICTED ESTIMATES MAY BE INTERPRETED AS WEIGHTED AVERAGES OF UNRESTRICTED ESTIMATES. MINIMUM VARIANCE CONSIDERATIONS DICTATE THE CHOICE OF WEIGHTS, AND AN EFFICIENT ESTIMATOR HAS AN INVARIANCE PROPERTY IN THAT IT CAN BE OBTAINED BY THE APPLICATION OF A SINGLE PRINCIPLE TO SEVERAL DIFFERENT ARRANGEMENTS OF OBSERVED DATA. SINCE OVERIDENTIFICATION IS A GENERAL CONCEPT, ILLUSTRATIONS IN THE ARTICLE REFER TO LINEAR REGRESSION WITH LINEAR CONSTRAINTS, MULTIVARIATE REGRESSION, PATH ANALYSIS, AND SIMULTANEOUS EQUATION MODELS. THE GENERALIZED LEAST SQUARES PRINCIPLE IS MOST FAMILIAR IN THE CONTEXT OF LINEAR REGRESSION WITH AUTOCORRELATED AND/OR HETEROSCEDASTIC DISTURBANCES. EXAMPLES OF OVERIDENTIFIED MODELS ARE DETAILED, ALONG WITH PROCEDURES FOR COMBINING ESTIMATING EQUATIONS AND COMBINING ESTIMATES. SUPPORTING EQUATIONS ARE GIVEN. (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=52011

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