Maximum likelihood estimation of functional relationships
By: Nico J.D. Nagelkerke.
Series: Lecture notes in statistics ;; 69; Lecture notes in statistics (Springer-Verlag) ;; v. 69.
Publisher: Springer-Verlag
Published: 1992
Place of publication: Berlin; New York
Language: eng
Number of pages: 110
Subjects: Factor analysis.; Estimation theory.
Description: The theory of functional relationships concerns itself with inference from models which have a more complex error structure than simple regression models. In the natural and social sciences, there is considerable interest in considering such models since very often researchers are studying random variables related by mathematical formulae. The aim of this volume is to extend the theory of maximum likelihood estimators to functional relationships. Apart from exploring the theory itself, emphasis is also placed on the derivation of usefulestimators and discussing their second moment properties. Both full and conditional likelihood methods are considered and several numerical examples are presented to illustrate the theory.
Notes: Includes bibliographical references (p. [103]-107) and index.