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  2. Parameter identification problem - Wikipedia

    en.wikipedia.org/wiki/Parameter_identification...

    In the case of only exclusion restrictions, it must "be possible to form at least one nonvanishing determinant of order M − 1 from the columns of A corresponding to the variables excluded a priori from that equation" (Fisher 1966, p. 40), where A is the matrix of coefficients of the equations. This is the generalization in matrix algebra of ...

  3. Identifiability - Wikipedia

    en.wikipedia.org/wiki/Identifiability

    Usually the model is identifiable only under certain technical restrictions, in which case the set of these requirements is called the identification conditions. A model that fails to be identifiable is said to be non-identifiable or unidentifiable : two or more parametrizations are observationally equivalent .

  4. Set identification - Wikipedia

    en.wikipedia.org/wiki/Set_identification

    In statistics and econometrics, set identification (or partial identification) extends the concept of identifiability (or "point identification") in statistical models to environments where the model and the distribution of observable variables are not sufficient to determine a unique value for the model parameters, but instead constrain the parameters to lie in a strict subset of the ...

  5. Independent and identically distributed random variables

    en.wikipedia.org/wiki/Independent_and...

    The i.i.d. assumption is also used in the central limit theorem, which states that the probability distribution of the sum (or average) of i.i.d. variables with finite variance approaches a normal distribution. [4] The i.i.d. assumption frequently arises in the context of sequences of random variables. Then, "independent and identically ...

  6. Factor analysis - Wikipedia

    en.wikipedia.org/wiki/Factor_analysis

    Identification of groups of inter-related variables, to see how they are related to each other. For example, Carroll used factor analysis to build his Three Stratum Theory. He found that a factor called "broad visual perception" relates to how good an individual is at visual tasks.

  7. Identity (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Identity_(mathematics)

    Visual proof of the Pythagorean identity: for any angle , the point (,) = (⁡, ⁡) lies on the unit circle, which satisfies the equation + =.Thus, ⁡ + ⁡ =. In mathematics, an identity is an equality relating one mathematical expression A to another mathematical expression B, such that A and B (which might contain some variables) produce the same value for all values of the variables ...

  8. Heckman correction - Wikipedia

    en.wikipedia.org/wiki/Heckman_correction

    The reason for this is two-fold: Without an instrument, identification relies on the functional form assumption that is typically considered very weak. [12] Furthermore, even if the assumption holds, the chosen function can be very close to a linear functional form in the area under investigation, causing a multicollinearity problem in the ...

  9. Latent and observable variables - Wikipedia

    en.wikipedia.org/.../Latent_and_observable_variables

    Latent variables, as created by factor analytic methods, generally represent "shared" variance, or the degree to which variables "move" together. Variables that have no correlation cannot result in a latent construct based on the common factor model. [5] The "Big Five personality traits" have been inferred using factor analysis. extraversion [6]