On the Information Matrix in the Linear Functional Relationship Problem

W. M. Patefield

Journal of the Royal Statistical Society Series C, 1977, vol. 26, issue 1, 69-70

Abstract: Barnett (1970) derives an “asymptotic variance‐covariance matrix” of the maximum likelihood estimators of the intercept and slope of a bivariate linear functional relationship, by partitioning the information matrix. It is pointed out that his procedure is incorrect. The correct asymptotic variance‐covariance matrix is given and an estimator of this matrix is suggested.

Date: 1977
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