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- W2167900104 abstract "SUMMARY In this paper it is argued that all multivariate estimation methods, such as OLS regression, simultaneous linear equations systems and, more widely, what are known as LISREL methods, have merit as geometric approximation methods, even if the observations are not drawn from a multivariate normal parent distribution and consequently cannot be viewed as ML estimators. It is shown that for large samples the asymptotical distribution of any estimator, being a totally differentiable covariance function, may be assessed by the 6 method. Finally, we stress that the design of the sample and a priori knowledge about the parent distribution may be incorporated to obtain more specific results. It turns out that some fairly traditional assumptions, such as assuming some variables to be nonrandom, fixed over repeated samples, or the existence of a parent normal distribution, may have dramatic effects on the assessment of standard deviations and confidence bounds, if such assumptions are not realistic. The method elaborated by us does not make use of such assumptions." @default.
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- W2167900104 date "1986-01-01" @default.
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- W2167900104 title "The population-sample decomposition approach to multivariate estimation methods" @default.
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- W2167900104 doi "https://doi.org/10.1002/asm.3150020302" @default.
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