An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...

Maximum likelihood inference for the coefficients of a multiple regression with missing values is studied by simulation, using artificially generated multivariate normal observations with randomly ...

This is the eighth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

The likelihood equation for a logistic regression model does not always have a finite solution. Sometimes there is a nonunique maximum on the boundary of the parameter space, at infinity. The ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.