Information criteria for discriminating among alternative regression models / BEBR No. 455

Bibliography: leaf 33

Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient: The LIML Estimator for a Known Covariance Matrix

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

佐和隆光先生の講演

佐和隆光先生の講

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator

Unbiased decision rule for the choice of regression models / BEBR No. 400

Prepared under National Science Foundation grant SOC 76-22232.Includes bibliographical references (leaf 15)

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator