Latent Variable Model Notation

Question 1

What is the name, size, definition, group, and matrix type for the following Greek symbol: ξ

Answer 1

Name = ksi
Size = # of latent exogenous variables x 1
Definition = latent exogenous variable
Group = variables
Matrix Type = vector

Question 2

What is the name, size, definition, group, and matrix type for the following Greek symbol: η

Answer 2

Name = eta
Size = # of latent endogenous variables x 1
Definition = latent endogenous variable
Group = variables
Matrix Type = vector

Question 3

What is the name, size, definition, group, and matrix type for the following Greek symbol: ζ

Answer 3

Name = zeta
Size = # of etas x 1
Definition = specification error term
Group = variables
Matrix Type = vector

Question 4

What is the name, size, definition, group, and matrix type for the following Greek symbol: γ

Answer 4

Name = gamma
Size = # of etas x # of ksis
Definition = coefficient matrix for ξ
Group = coefficients
Matrix Type = matrix

Question 5

What is the name, size, definition, group, and matrix type for the following Greek symbol: β

Answer 5

Name = beta
Size = # of etas x # of etas
Definition = coefficient matrix for η
Group = coefficients
Matrix Type = matrix

Question 6

What is the name, size, definition, group, and matrix type for the following Greek symbol: φ

Answer 6

Name = phi
Size = # of ksis x # of ksis
Definition = covariance matrix of ξ, E(ξξ')
Group = covariance matrix
Matrix Type = matrix

Question 7

What is the name, size, definition, group, and matrix type for the following Greek symbol: ψ

Answer 7

Name = psi
Size = # of etas x # of etas
Definition = covariance matrix of ζ, E(ζζ')
Group = covariance matrix
Matrix Type = matrix