Wyniki wyszukiwania - BazTech

Ograniczanie wyników

2 Opuscula Mathematica

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

On the maximum likelihood estimator in the generalized beta regression model

Rydlewski J. P., Mielczarek D.

Opuscula Mathematica

2012

Vol. 32, no. 4

761-774

The subject of this article is to present the beta – regression model, where we assume that one parameter in the model is described as a combination of algebraically independent continuous functions. The proposed beta model is useful when the dependent variable is continuous and restricted to the bounded interval. The parameters are obtained by maximum likelihood estimation. We prove that estimators are consistent and asymptotically normal.

A note on the maximum likelihood estimator in the gamma regression model

Rydlewski J. P.

Opuscula Mathematica

2009

Vol. 29, no. 3

305-312

This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.