Maximum likelihood estimation of a multivariate linear functional relationship

John D. Healy

Journal of Multivariate Analysis, 1980, vol. 10, issue 2, 243-251

Abstract: Many authors have discussed maximum likelihood estimation in the simple linear functional relationship model. In this paper, we derive maximum likelihood estimators (MLEs) for parameters in a much more general model. Several special cases including the multivariate linear functional relationship model are discussed. Estimators of some of the parameters are shown to be inconsistent.

Keywords: Linear; functional; relationship; maximum; likelihood; estimation; consistency (search for similar items in EconPapers)
Date: 1980
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Citations: View citations in EconPapers (4)

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