๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Stochastic regression model with heteroscedastic disturbance

โœ Scribed by Der-Shin Chang; Guan-Chyun Lin


Publisher
Springer Japan
Year
1995
Tongue
English
Weight
759 KB
Volume
47
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Degeneracy in Heteroscedastic Regression
โœ Kim-Hung Li; Nai Ng Chan ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 129 KB

The maximum likelihood estimation in a regression model with heteroscedastic errors is considered. When the design matrices in the model are inappropriately specified, the maximum likelihood estimates of the variances of certain observations are found to be zero irrespective of the observed values,