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NOTE ON THE NON‐EXISTENCE OF A MAXIMUM LIKELIHOOD ESTIMATE 1
Author(s) -
Konijn H. S.
Publication year - 1963
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1963.tb00294.x
Subject(s) - statistics , confidence interval , mathematics , intraclass correlation , linear regression , maximum likelihood , variance (accounting) , regression analysis , value (mathematics) , restricted maximum likelihood , regression , econometrics , economics , accounting , psychometrics
Summary It is shown that in a regression model with intraclass correlation ρ, maximum likelihood estimates and minimum variance unbiased linear estimates of the regression coefficients are unaffected by the value of ρ when ρ is given, and that the former do not exist when ρ is not specified. The usual confidence intervals for the regression slopes remain valid, but there are difficulties in giving a confidence interval for the intercept.