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A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression

✍ Scribed by Y.C. Chang

Book ID
107949923
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
228 KB
Volume
28
Category
Article
ISSN
0304-4076

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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