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ML estimation of multiple regression parameters under classification of the dependent variable

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Abstract

We consider the multiple regression model under classification of the dependent variable. An ML estimator for the model parameters is constructed, and sufficient conditions for strong consistency and asymptotic normality are proved. Theoretical results are illustrated by computer simulations.

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Authors and Affiliations

  1. Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, Independence ave. 4, 220030, Minsk, Belarus

    Helena Ageeva & Yuriy Kharin

Authors
  1. Helena Ageeva
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  2. Yuriy Kharin
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Correspondence to Helena Ageeva.

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Ageeva, H., Kharin, Y. ML estimation of multiple regression parameters under classification of the dependent variable. Lith Math J 55, 48–60 (2015). https://doi.org/10.1007/s10986-015-9264-1

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  • DOI: https://doi.org/10.1007/s10986-015-9264-1

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