Anderson, Theodore Wilbur and Sawa, Takamitsu (1982) Exact and approximate distributions of the maximum likelihood estimator of a slope coefficient. Journal of the Royal Statistical Society: Series B (Methodological), 44 (1). pp. 52-62. ISSN 1369-7412. https://resolver.caltech.edu/CaltechAUTHORS:20171120-132429675
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Abstract
When the errors are normally independently distributed with equal variance, the maximum likelihood estimator of the slope of a linear functional relationship is the slope of the line minimizing the sum of squared deviations orthogonal to the line. The exact density and distribution of this estimator are obtained. Approximate distributions are obtained, and their accuracies are discussed.
| Item Type: | Article | |||||||||
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| Additional Information: | © 1982 Royal Statistical Society. Received June 1980. Revised May 1981. This work was supported in part by National Science Foundation Grant SOC77-14944 and SES79-13976 at the Institute for Mathematical Studies in the Social Sciences, Stanford University, and in part by NSF Grant SOC76-22232. The first author was a Sherman Fairchild Distinguished Scholar at the California Institute of Technology when this paper was completed. The authors are indebted to Naoto Kunitomo for help in preparing this paper. Formerly SSWP 326. | |||||||||
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| Subject Keywords: | linear functional relationship; maximum likelihood estimator; slope; density; expansions | |||||||||
| Issue or Number: | 1 | |||||||||
| Record Number: | CaltechAUTHORS:20171120-132429675 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20171120-132429675 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 83347 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | Jacquelyn Bussone | |||||||||
| Deposited On: | 20 Nov 2017 22:33 | |||||||||
| Last Modified: | 03 Oct 2019 19:05 |
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