A Note on the Bias and Variance of the Maximum Likelihood Estimator of the Growth Rate Parameter
β Scribed by U. L. Gouranga Rao
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 101 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which
Maximum likelihood estimator is obtained for the mortality rate function of a specific type appearing in survival data andysis. Strict consistency of this estimator is proved.
## Abstract Computations attributed to the Malinowski __F__βtest are incorrect because they were based on determining the equality of secondary eigenvalues instead of the equality of reduced eigenvalues as prescribed in the original work of Malinowski. When the correct expression was employed, the