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Identification problems in a class of mixture models with an application to the LISREL model

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  • MOUCHART, Michel

    (CORE and Institut de statistique, Université catholique de Louvain, Louvain-la-Neuve, Belgium)

  • SAN MARTIN , Ernesto

Abstract

Five different identification problems in mixture models are made explicit. Necessary and sufficient relationships among these problems of identification are analyzed using the concepts of weak and strong identification. This analysis is first particularized under a normality assumption and then used for LISREL models.

Suggested Citation

  • MOUCHART, Michel & SAN MARTIN , Ernesto, 1998. "Identification problems in a class of mixture models with an application to the LISREL model," LIDAM Discussion Papers CORE 1998025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1998025
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1998.html
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    References listed on IDEAS

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    1. Florens, J.P. & Mouchart, M. & Rolin, J.M., 1993. "Noncausality and Marginalization of Markov Processes," Econometric Theory, Cambridge University Press, vol. 9(2), pages 241-262, April.
    2. L.L. Wegge, 1991. "Identification with latent variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(2), pages 121-143, June.
    3. Richmond, J, 1974. "Identifiability in Linear Models," Econometrica, Econometric Society, vol. 42(4), pages 731-736, July.
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