A Note on the Maximum Likelihood Estimation of a Linear Structural Relationship
作者:
M.W. Birch,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1964)
卷期:
Volume 59,
issue 308
页码: 1175-1178
ISSN:0162-1459
年代: 1964
DOI:10.1080/01621459.1964.10480757
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
It is shown that the maximum likelihood estimate of a structural relationship line with uncorrelated errors is usually the same when both error variances are known as when only the ratio is known though exceptionally the slope of the line may be indeterminate. It is also shown how the equations given by Madansky [2] for the maximum likelihood estimates in the case when one error variance is known needs to be modified when, under certain circumstances, they are inconsistent.
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