Computing all roots of the likelihood equations of seemingly unrelated regressions
نویسندگان
چکیده
منابع مشابه
Computing all roots of the likelihood equations of seemingly unrelated regressions
Seemingly unrelated regressions are statistical regression models based on the Gaussian distribution. They are popular in econometrics but also arise in graphical modeling of multivariate dependencies. In maximum likelihood estimation, the parameters of the model are estimated by maximizing the likelihood function, which maps the parameters to the likelihood of observing the given data. By tran...
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ژورنال
عنوان ژورنال: Journal of Symbolic Computation
سال: 2006
ISSN: 0747-7171
DOI: 10.1016/j.jsc.2005.04.005