Abstract
Abstract.: We provide a simple proof that the maximum-likelihood estimator in the linear model with equicorrelated errors does not exist, and explain why not.
| Original language | English |
|---|---|
| Pages (from-to) | 6295-6302 |
| Number of pages | 8 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 54 |
| Issue number | 19 |
| DOIs | |
| Publication status | Published - 2025 |
Bibliographical note
Publisher Copyright:© 2025 The Author(s). Published with license by Taylor & Francis Group, LLC.
Funding
Giuseppe De Luca acknowledges financial support from MUIR, Italy, PRIN PRJ-1446 and PRIN PRJ-1547 at the University of Palermo. We thank the editor and reviewer for their helpful comments and suggestions.
| Funders |
|---|
| MUIR |
Keywords
- compound symmetry
- Equicorrelation
- maximum likelihood
- non existence
- variance components
Fingerprint
Dive into the research topics of 'Maximum likelihood estimation of the linear model with equicorrelated errors'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver