Maximum likelihood estimation of the linear model with equicorrelated errors
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.
Authors
- Giuseppe De Luca (ORCID: https://orcid.org/0000-0002-1411-2543)
- Andrey L. Vasnev
- Jan R. Magnus (ORCID: https://orcid.org/0000-0002-3390-639X)
Institutions
- The University of Sydney (AU)
- Tinbergen Institute (NL)
- Vrije Universiteit Amsterdam (NL)
Publication Details
- Journal
- Communication in Statistics- Theory and Methods
- Published
- 2025-02-13
- DOI
- https://doi.org/10.1080/03610926.2025.2455939
- Primary Topic
- Advanced Statistical Methods and Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00