Ratios of linear combinations in the general linear model
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 14 (3) , 635-650
- https://doi.org/10.1080/03610928508828939
Abstract
We consider the problem of estimating. the ratio of two linear combinations of thevector of parameters in the general linear model. The nonexistence of an unbiased estimator under normal errorsisdiscussed. Properties of an often used estimator, the maximum likelihood estimator under normal errors, are presented, This is done both for fixed sample size and asymptotically, in the presence of normal and non-normal errors.Keywords
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