Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known

Bailey K. Fosdick and Michael D. Perlman

Statistics & Probability Letters, 2013, vol. 83, issue 12, 2627-2633

Abstract: When the maximum likelihood estimator is computationally inconvenient, covariate and Newton–Raphson adjustment often provide algebraically explicit yet still asymptotically efficient estimators. The bivariate normal correlation coefficient with known variances is used to show that these methods may produce singularities that render the adjusted estimators unstable.

Keywords: Covariate adjustment; Newton–Raphson adjustment; Singularities; Normal correlation coefficient (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.08.007

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