The values that satisfy these equations are jj ml = (X'X)-1 X'y = b and

The slope estimator is the familiar one, whereas the variance estimator differs from the least squares value by the divisor of n instead of n - K.12

The Cramer-Rao bound for the variance of an unbiased estimator is the negative inverse of the expectation of

d2 ln L

d2 ln L]

Was this article helpful?

0 0

Post a comment