A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
โ Scribed by Corrado Corradi
- Book ID
- 107949792
- Publisher
- Elsevier Science
- Year
- 1979
- Tongue
- English
- Weight
- 723 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A derivation of the maximum likelihood ratio test for testing no outliere in regreeeion models h given ueing the method of WETEXEILL (1981, pp. 106-107) for estimating the regreeeion parsmetere. This method h eseentially eimilar to the one outlined in B a s m and Lmwm (1978, p. 283), although by our
We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e