A NOTE ON APPROXIMATION OF FULL INFORMATION MAXIMUM LIKELIHOOD ESTIMATES
作者:
M. V. Ramasastry,
期刊:
Metroeconomica
(WILEY Available online 1970)
卷期:
Volume 22,
issue 1
页码: 62-66
ISSN:0026-1386
年代: 1970
DOI:10.1111/j.1467-999X.1970.tb00144.x
出版商: Blackwell Publishing Ltd
数据来源: WILEY
摘要:
SummaryThe method of scoring introduced by R. A. Fisher and C. R. Rao is useful to find solutions from complicated maximum likelihood equations. The purpose of this note is to indicate the implications of this technique in econometrics. For example the linearized maximum likelihoodLMLestimates of Rothenberg and Leenders (1) are only special values of Rao's estimates.
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