A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
نویسندگان
چکیده
منابع مشابه
A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
CONSIDER THE PROBLEM of maximizing a function f with respect to two variables (or two sets of variables) a1 and a2 within some space S. Suppose it is difficult to maximizefas a function of a1 and a2, but relatively easy to maximizef as a function of a1 given a2 and as a function of a2 given a1. Such a case is frequently encountered in connection with maximum likelihood or quasi-maximum likeliho...
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ژورنال
عنوان ژورنال: Econometrica
سال: 1974
ISSN: 0012-9682
DOI: 10.2307/1911792