Maximum likelihood solution for the linear structural relationship with three parameters known

Michaeloudis, Androulla (2012) Maximum likelihood solution for the linear structural relationship with three parameters known. Journal of Modern Applied Statistical Methods, 10 (1). pp. 313-321. ISSN 1538-9472

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Official URL: http://www.jmasm.com/journal/2011_vol10_no1.pdf

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Abstract

A maximum likelihood solution is obtained for the simple linear structural relation model where the underlying incidental distribution and one error variance are assumed known. Expressions for the asymptotic standard errors of the maximum likelihood estimates are obtained and these are verified using a simulation study.

Item Type:Article
Research Areas:School of Science and Technology > Design Engineering and Mathematics
ID Code:9127
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Deposited On:14 Jun 2012 07:55
Last Modified:13 May 2014 15:47

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