An Expository Note on Estimation of Simultaneous Structural Equations
- 1 September 1960
- journal article
- research article
- Published by JSTOR in Biometrics
- Vol. 16 (3) , 464-480
- https://doi.org/10.2307/2527696
Abstract
The limited-information method and the full-information method for maximum likelihood estimation of simultaneous equations are compared briefly with the generalized classical linear method. The latter method is described in some considerable detail and is illustrated by a numerical example.This publication has 4 references indexed in Scilit:
- The Regression Analysis of Causal PathsBiometrics, 1959
- IV.—On Least Squares and Linear Combination of ObservationsProceedings of the Royal Society of Edinburgh, 1936
- THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATIONBiometrika, 1932
- The Frequency Distribution of the Quotient of Two Normal VariatesJournal of the Royal Statistical Society, 1930