A Physical Interpretation of the Maximum Likelihood Estimation of a Linear Functional Relationship Model

Author

Y. V. Hui
Yiu Kuen TSE, Singapore Management UniversityFollow

Publication Type

Journal Article

Version

publishedVersion

Publication Date

6-1984

Abstract

This paper presents a physical interpretation of estimating the parameters of a linear functional relationship model. The estimates are determined from the stable equilibrium position of a mechanical system. It is found that the estimates obtained from the physical model coincide with the maximum likelihood estimates.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Journal of the Royal Statistical Society: Series D: The Statistician

Volume

33

Issue

2

First Page

239

Last Page

242

ISSN

0039-0526

Identifier

10.2307/2987854

Publisher

Royal Statistical Society

Citation

Hui, Y. V. and TSE, Yiu Kuen. A Physical Interpretation of the Maximum Likelihood Estimation of a Linear Functional Relationship Model. (1984). Journal of the Royal Statistical Society: Series D: The Statistician. 33, (2), 239-242.
Available at: https://ink.library.smu.edu.sg/soe_research/111

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.

Additional URL

https://doi.org/10.2307/2987854