论文信息 - Maximum Likelihood Estimation of a Linear Structural Relationship with Replication

Maximum Likelihood Estimation of a Linear Structural Relationship with Replication

SUMMARY Maximum likelihood estimation of the parameters of a linear structural relationship when repeated observations are available is considered. The maximum likelihood estimate of the slope parameter is found to be a root of a fourth-degree polynomial and to be consistent as the number of replicates increases. The asymptotic variances and covariances of the estimates of the parameters are obtained through simplified formulae.

Tak K. Mak | Lai K. Chan

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