𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Maximum likelihood estimates for the Hildreth–Houck random coefficients model

✍ Scribed by Asad Zaman


Book ID
108513084
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
202 KB
Volume
5
Category
Article
ISSN
1368-4221

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Algorithms for the likelihood-based esti
✍ Chungyeol Shin; Yasuo Amemiya 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 721 KB

The existing algorithms for fitting the random coefficient models tend to have difficulties associated with the covariance matrix parameter space. New ML and REML algorithms are developed, explicitly addressing the parameter space problem. Theoretical justification and numerical results are presente