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Maximum likelihood estimation of a multivariate linear functional relationship

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  • Healy, John D.

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.

Suggested Citation

  • Healy, John D., 1980. "Maximum likelihood estimation of a multivariate linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 243-251, June.
    • Handle: RePEc:eee:jmvana:v:10:y:1980:i:2:p:243-251
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    Cited by:

    1. Patriota, Alexandre G. & Bolfarine, Heleno & Arellano-Valle, Reinaldo B., 2011. "A multivariate ultrastructural errors-in-variables model with equation error," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 386-392, February.
    2. Chris Tofallis, 2023. "Fitting an Equation to Data Impartially," Mathematics, MDPI, vol. 11(18), pages 1-14, September.
    3. Wang, Qihua, 2000. "Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 245-266, August.

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