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Estimation of parameters in linear structural relationships: Sensitivity to the choice of the ratio of error variancesMaximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. The use of asymptotic formulae for variances and mean squared errors as a function of sample size and the assumed value for the error variance ratio is investigated.
Document ID
19840010890
Document Type
Preprint (Draft being sent to journal)
Authors
Lakshminarayanan, M. Y. (Southern Methodist Univ. Dallas, TX, United States)
Gunst, R. F. (Southern Methodist Univ. Dallas, TX, United States)
Date Acquired
September 4, 2013
Publication Date
January 1, 1984
Subject Category
NUMERICAL ANALYSIS
Report/Patent Number
NASA-CR-171756
NAS 1.26:171756
Funding Number(s)
CONTRACT_GRANT: NCC9-9
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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