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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Bibliographic Details
Main Authors: Hui, Y. V., TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1984
Subjects:
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
Description
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.