MORE ON GROUPING COARSENESS IN LINEAR NORMAL REGRESSION-MODELS

被引：6

作者：

CAUDILL, SB

机构：

[1] Auburn University, Auburn

来源：

JOURNAL OF ECONOMETRICS | 1992年 / 52卷 / 03期

关键词：

D O I：

10.1016/0304-4076(92)90021-I

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Recently, Cameron (1987) examined the estimation of regression models in which the dependent variable is grouped. One portion of her study considers the estimation of linear normal regression models. Cameron presents Monte Carlo evidence comparing least squares estimation to maximum likelihood estimation. This paper demonstrates that Cameron's Monte Carlo results for normal linear regression models can be obtained analytically by using approximations.

引用

页码：407 / 417

页数：11

共 6 条

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[2]

CAMERON TA, 1992, J ECONOMET, V52

[3]

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[4]

Heitjan D. F., 1989, STAT SCI, V4, P164, DOI DOI 10.1214/SS/1177012601

[5]

KENDALL MG, 1977, ADV THEORY STATISTIC, V1

[6]

Sheppard W.F., 1898, P LOND MATH SOC, V29, P353, DOI [DOI 10.1112/PLMS/S1-29.1.353, 10.1112/plms/s1-29.1.353]

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