Estimation of parameters in linear structural relationships : Sensitivity to the choice of the ratio of error variances

Author:: Gunst, R. F.
Published:: JAN 1, 1984.
Physical Description:: 1 electronic document
Additional Creators:: Lakshminarayanan, M. Y.

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Summary:

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. The use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio is investigated.

Other Subject(s):

NUMERICAL ANALYSIS

Collection:

NASA Technical Reports Server (NTRS) Collection.

Note:

Document ID: 19840010890.
Accession ID: 84N18958.
NAS 1.26:171756.
NASA-CR-171756.

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