In this paper, we derive general formulae for second-order biases of maximum likelihood estimates which can be applied to a wide class of multivariate nonlinear regression models. The class of models we consider is very rich and includes a number of commonly used models in econometrics and statistic
A set of independent sequential residuals for the multivariate regression model
✍ Scribed by Joaquín Diaz; Federico J. O'Reilly; Santiago Rincon-Gallardo
- Publisher
- Elsevier Science
- Year
- 1983
- Tongue
- English
- Weight
- 256 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper considers sequential estimation of the root of a regression function. We explore the possibility of using a one-parameter model to ÿt data that is collected sequentially and then calculate the value of the design variable for the next observation. This design value itself can serve as an
## Abstract A downscaling model for multivariate data, e.g. weather elements recorded at multiple sites, should not only be able to fit each of the observed series well, but it should also be able to reproduce observed relationships between the variables. In a linear sense, this means accurately si