A Physical Interpretation of the Maximum Likelihood Estimation of a Linear Functional Relationship Model
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...
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Main Authors: | , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
1984
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Online Access: | https://ink.library.smu.edu.sg/soe_research/111 https://ink.library.smu.edu.sg/context/soe_research/article/1110/viewcontent/PhysicalInterpretationMLE_1984.pdf |
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Institution: | Singapore Management University |
Language: | English |
Summary: | 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 likelihood estimates. |
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