scholarly journals On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components

1988 ◽  
Vol 29 (4) ◽  
pp. 707 ◽  
Author(s):  
Jan R. Magnus ◽  
Alan D. Woodland
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Multivariate Regression ◽  
Regression Models ◽  
Likelihood Estimation ◽  
Error Components ◽  
Correlated Error

Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models

2000 ◽  
Vol 46 (4) ◽  
pp. 317-328 ◽  
Author(s):  
Gauss M. Cordeiro ◽  
Silvia L.P. Ferrari ◽  
Miguel A. Uribe-Opazo ◽  
Klaus L.P. Vasconcellos
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Nonlinear Regression ◽  
Regression Models ◽  
Likelihood Estimation ◽  
Nonlinear Regression Models

scholarly journals Fisher consistent estimation of regression parameter in the proportional mean residual life model with frailty

Ekonomia ◽  
2021 ◽  
Vol 27 (2) ◽  
pp. 81-88
Author(s):  
Magdalena Skolimowska-Kulig
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Regression Models ◽  
Residual Life ◽  
Likelihood Estimation ◽  
Mean Residual Life ◽  
Regression Parameter ◽  
Consistent Estimation ◽  
Regression Parameters ◽  
Life Model

In the article, we consider the Fisher consistent estimation of the regression parameters in the proportional mean residual life model with arbitrary frailty. It is discussed that conventional estimation procedures, such as the maximum likelihood estimation or Cox’s approach, which are employed in common regression models, may also yield consistent inference in the extended models.

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