On the Information Matrix in the Linear Functional Relationship Problem

1 January 1977

journal article
Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics

Vol. 26 (1) , 69
https://doi.org/10.2307/2346870

Abstract

Barnett (1970) derives an "asymptotic variance-covariance matrix" of the maximum likelihood estimators of the intercept and slope of a bivariate linea...

Keywords

FUNCTIONAL RELATIONSHIP
INFORMATION MATRIX
RELATIONSHIP PROBLEM
LINEAR FUNCTIONAL