Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
โ Scribed by Christian Gourieroux; Alain Monfort
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 609 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For statistical analyses of satellite ozone data. Niu and Tiao introduced a class of space-time regression models which took into account temporal and spatial dependence of the observations. In this paper, asymptotic properties of maximum likelihood estimates of parameters in the models are consider
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