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Maximum likelihood estimation of replicated linear functional relationship model

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Main Authors: Azuraini, Mohd Arif, Yong Zulina, Zubairi, Abdul Ghapor, Hussin
Other Authors: yzulina@um.edu.my
Format: Article
Language:English
Published: Institute of Engineering Mathematics, Universiti Malaysia Perlis 2022
Subjects:
Errors-in-variable model
Parameter estimation
Replicated
Variance-covariance matrix
Online Access:http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74399
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spelling 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
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
language English
topic Errors-in-variable model
Parameter estimation
Replicated
Variance-covariance matrix
spellingShingle 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
description Link to publisher's homepage at https://amci.unimap.edu.my/
author2 yzulina@um.edu.my
author_facet yzulina@um.edu.my
Azuraini, Mohd Arif
Yong Zulina, Zubairi
Abdul Ghapor, Hussin
format 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
publisher Institute of Engineering Mathematics, Universiti Malaysia Perlis
publishDate 2022
url http://dspace.unimap.edu.my:80/xmlui/handle/123456789/74399
_version_ 1729704766309662720
score 13.219503

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