ESTIMATION AND TESTING OF SIMPLEX MODELS

Abstract

Various statistical models for simplex structures are formulated in terms of the well‐known Wiener and Markov stochastic processes. A distinction is made between a perfect simplex and a quasi simplex. For each model the problems of Identification and estimation of the parameters and that of testing the goodness of fit of the model are considered. All models may be estimated by a general method for covariance structures developed by Jöreskog (1970), but in some cases simpler methods may be used, in which case these are presented.