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2011

Journal of Modern Applied Statistical Methods

Asymptotic standard errors

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Maximum Likelihood Solution For The Linear Structural Relationship With Three Parameters Known, Androulla Michaeloudis May 2011

Maximum Likelihood Solution For The Linear Structural Relationship With Three Parameters Known, Androulla Michaeloudis

Journal of Modern Applied Statistical Methods

A maximum likelihood solution is obtained for the simple linear structural relation model where the underlying incidental distribution and one error variance are assumed known. Expressions for the asymptotic standard errors of the maximum likelihood estimates are obtained and these are verified using a simulation study.