Table of Contents:
  • Front Cover; Identification, Equivalent Models, and Computer Algebra; Copyright Page; Table of Contents; Acknowledgements; LIMITED WARRANTY AND DISCLAIMER OF LIABILITY; Chapter 1. Introduction; 1.1 Themes of this book; 1.2 An overview of the book; 1.3 Limitations; 1.4 On notation; 1.5 Tie commutation matrix; 1.6 Computer algebra; Chapter 2. Identification, equivalence and the computerized evaluation of rank conditions; 2.1 Introduction; 2.2 Basic concepts; 2.3 Identification and the rank of the information matrix; 2.4 The Jacobian matrix critérium; 2.5 Prior information.
  • 2.6 Handling the rank in practice2.7 Partial identification; 2.8 Identification and equivalence; 2.9 The Exact Rank Analyzer (ERA); Chapter 3. Simultaneous equations models; 3.1 Introduction; 3.2 The conventional simultaneous equations model; 3.3 Simultaneous equations systems with covariance restrictions; 3.4 An example; 3.5 A general model; 3.6 Simultaneous equations models with measurement error; 3.7 An example; 3.8 Elaboration of the example; 3.9 Another Jacobian matrix; Chapter 4. Identification in factor analysis models; 4.1 Introduction.
  • 4.2 The Jacobian matrix in confirmatory factor analysis4.3 An example; 4.4 Exploratory factor analysis; 4.5 The indeterminacy problem; Chapter 5. Restrictions on the reduced form and its computerized parametrization; 5.1 Introduction; 5.2 The number of restrictions on the reduced form; 5.3 Exclusion restrictions; 5.4 Transformable restrictions; 5.5 A minimal parametrization; 5.6 Examples of a minimal parametrization; 5.7 An algorithm for the computation of a minimal parametrization of II; 5.8 MINPARAM; 5.9 Examples of MINPARAM; Chapter 6. Identification in the Lisrel model; 6.1 Introduction.
  • 6.2 The Lisrel model6.3 Identification using a minimal parametrization; 6.4 Identification using an alternative parametrization; 6.5 An example; 6.6 Identification using the augmented Jacobian matrix method; 6.7 Order conditions for Lisrel; Appendix: Derivation of the Jacobian matrix for the original parameters; Chapter 7. Equivalence of non-nested models; 7.1 Introduction; 7.2 Equivalence and underidentification; 7.3 Equivalence and linear manifolds; 7.4 A general condition for equivalence; 7.5 Equivalence of systems of simultaneous equations; Chapter 8. Program description.
  • 8.1 General description8.2 Main programs; 8.3 Subprograms; 8.4 ERA; 8.5 IDSIMCO and SIMCOJAC; 8.6 IDSIMEV and SIMEVJAC; 8.7 IDFAC and FACJAC; 8.8 IDLISEX and LISEXJAC; 8.9 IDLIS and LISJAC; 8.10 MINPARAM; 8.11 LISORDER; 8.12 EQUISIM; Bibliography; Subject index; Author index.