Maximum likelihood estimation of replicated linear functional relationship model
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Institute of Engineering Mathematics, Universiti Malaysia Perlis
2022
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my.unimap-743992022-02-21T00:42:08Z Maximum likelihood estimation of replicated linear functional relationship model Azuraini, Mohd Arif Yong Zulina, Zubairi Abdul Ghapor, Hussin yzulina@um.edu.my Errors-in-variable model Parameter estimation Replicated Variance-covariance matrix Link to publisher's homepage at https://amci.unimap.edu.my/ This paper discusses the parameter estimates as well as the asymptotic covariance in replicated linear functional relationship model (LFRM). The model is assumed to be balanced and equal in each group. The maximum likelihood estimation is used to estimate four parameters in this model namely the intercept, the slope, and two error variances. Although the closed-form of the estimates is not available, it is shown that the closed-form for the asymptotic covariance matrix of the model using the Fisher Information matrix can be obtained. Using a simulation study, we showed that the estimated values of the parameters are unbiased and consistent suggesting the proposed model’s superiority. 2022-02-21T00:42:08Z 2022-02-21T00:42:08Z 2021-12 Article Applied Mathematics and Computational Intelligence (AMCI), vol.10(1), 2021, pages 301-308 2289-1315 (print) 2289-1323 (online) http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74399 https://amci.unimap.edu.my/ en Institute of Engineering Mathematics, Universiti Malaysia Perlis |
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Errors-in-variable model Parameter estimation Replicated Variance-covariance matrix |
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Errors-in-variable model Parameter estimation Replicated Variance-covariance matrix Azuraini, Mohd Arif Yong Zulina, Zubairi Abdul Ghapor, Hussin Maximum likelihood estimation of replicated linear functional relationship model |
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Link to publisher's homepage at https://amci.unimap.edu.my/ |
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yzulina@um.edu.my |
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yzulina@um.edu.my Azuraini, Mohd Arif Yong Zulina, Zubairi Abdul Ghapor, Hussin |
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Article |
author |
Azuraini, Mohd Arif Yong Zulina, Zubairi Abdul Ghapor, Hussin |
author_sort |
Azuraini, Mohd Arif |
title |
Maximum likelihood estimation of replicated linear functional relationship model |
title_short |
Maximum likelihood estimation of replicated linear functional relationship model |
title_full |
Maximum likelihood estimation of replicated linear functional relationship model |
title_fullStr |
Maximum likelihood estimation of replicated linear functional relationship model |
title_full_unstemmed |
Maximum likelihood estimation of replicated linear functional relationship model |
title_sort |
maximum likelihood estimation of replicated linear functional relationship model |
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Institute of Engineering Mathematics, Universiti Malaysia Perlis |
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2022 |
url |
http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74399 |
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1729704766309662720 |
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13.211869 |