Concepedia

Expected Information Matrix

The Expected Information Matrix is a theoretical construct in statistical inference that belongs to the class of information matrices and is specifically defined as the expected value of the second derivative (or Hessian) of the log-likelihood function with respect to the model parameters, serving to quantify the amount of information an observable random variable carries about the unknown parameters.

68

Publications

2.9K

Citations

111

Authors

86

Institutions

Publications per year

2017–2026

9

Variants

Fisher Information Matrix

Parents

Publications

68

Maximum Likelihood Estimation of Structural Equation Models for Continuous Data: Standard Errors and Goodness of Fit

Alberto Maydeu‐Olivares · Structural Equation Modeling A Multidisciplinary Journal · 2017 · 363 citations

, , +15

Likelihood based frequentist inference when data are missing at random

M. G. Kenward, Geert Molenberghs · Statistical Science · 1998 · 193 citations · Full text

, , +17

The small-sample performance of the information-matrix test

Chris D. Orme · Journal of Econometrics · 1990 · 129 citations

, , +5

The Covariance Matrix of the Information Matrix Test

Tony Lancaster · Econometrica · 1984 · 119 citations

, , +8

The information matrix test

Andrew Chesher · Economics Letters · 1983 · 104 citations

, , +4

1–5 of 68

Authors

111

  1. GM
    Gauss M. Cordeiro

    Universidade Federal de Pernambuco, Brazil

    8 publications · 293 citations

    8

    h-index

  2. AK
    André Klein

    University of Amsterdam, Netherlands

    5 publications · 83 citations

    5

    h-index

  3. PS
    Peter Spreij

    University of Amsterdam, Netherlands

    4 publications · 72 citations

    4

    h-index

  4. EM
    Edwin M. M. Ortega

    Universidade de São Paulo, Brazil

    3 publications · 158 citations

    3

    h-index

  5. AJ
    Artur J. Lemonte

    Universidade de São Paulo, Brazil

    3 publications · 95 citations

    3

    h-index

1–5 of 111

Institutions

86

  1. University of Amsterdam

    Amsterdam, The Netherlands

    6 h-index

    9 publications

    194 citations

  2. Universidade de São Paulo

    São Paulo, Brazil

    5 h-index

    6 publications

    197 citations

  3. Universidade Federal de Pernambuco

    Recife, Brazil

    4 h-index

    5 publications

    117 citations

  4. University of Kent

    Canterbury, United Kingdom

    3 h-index

    6 publications

    225 citations

  5. Universidade Federal Rural de Pernambuco

    Recife, Brazil

    3 h-index

    3 publications

    109 citations

  6. University of South Carolina

    Columbia, United States

    2 h-index

    4 publications

    546 citations

  7. University College London

    London, United Kingdom

    2 h-index

    5 publications

    222 citations

  8. University of British Columbia

    Vancouver, Canada

    2 h-index

    2 publications

    158 citations

1–8 of 86

Venues

  1. Linear Algebra and its Applications

    5 publications · 83 citations

    5

    h-index

  2. The American Statistician

    5 publications · 135 citations

    5

    h-index

  3. Journal of Statistical Planning and Inference

    4 publications · 84 citations

    4

    h-index

  4. Structural Equation Modeling A Multidisciplinary Journal

    SEM · 3 publications · 502 citations

    3

    h-index

  5. Journal of Econometrics

    3 publications · 201 citations

    3

    h-index

1–5