A Physical Interpretation of the Maximum Likelihood Estimation of a Linear Functional Relationship Model

• Main Authors: Hui, Y. V., TSE, Yiu Kuen
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 1984
• 主題: Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/111; https://ink.library.smu.edu.sg/context/soe_research/article/1110/viewcontent/PhysicalInterpretationMLE_1984.pdf
• 機構: Singapore Management University

This paper presents a physical interpretation of estimating the parameters of a linear functional relationship model. The estimates are determined from the stable equilibrium position of a mechanical system. It is found that the estimates obtained from the physical model coincide with the maximum li...