We showed that in a simple linear regression, the MLE estimates for B, and Bo are the same as the OLS estimates. Show that the MLE estimate for o? is -E-,(yi – Bo - Bịxi)ʻ. (Hint: take derivative of the LL w.r.t o?). Li=1

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.3: The Natural Exponential Function
Problem 44E
icon
Related questions
Question
We showed that in a simple linear regression, the MLE estimates for B, and Bo are the same as the OLS
estimates. Show that the MLE estimate for o? is -EL(y - B - Bx;)*. (Hint: take derivative of the
Li=1()
n
LL w.r.t o?).
Transcribed Image Text:We showed that in a simple linear regression, the MLE estimates for B, and Bo are the same as the OLS estimates. Show that the MLE estimate for o? is -EL(y - B - Bx;)*. (Hint: take derivative of the Li=1() n LL w.r.t o?).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Point Estimation, Limit Theorems, Approximations, and Bounds
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
College Algebra
College Algebra
Algebra
ISBN:
9781938168383
Author:
Jay Abramson
Publisher:
OpenStax
Functions and Change: A Modeling Approach to Coll…
Functions and Change: A Modeling Approach to Coll…
Algebra
ISBN:
9781337111348
Author:
Bruce Crauder, Benny Evans, Alan Noell
Publisher:
Cengage Learning
College Algebra
College Algebra
Algebra
ISBN:
9781305115545
Author:
James Stewart, Lothar Redlin, Saleem Watson
Publisher:
Cengage Learning
Algebra and Trigonometry (MindTap Course List)
Algebra and Trigonometry (MindTap Course List)
Algebra
ISBN:
9781305071742
Author:
James Stewart, Lothar Redlin, Saleem Watson
Publisher:
Cengage Learning
Trigonometry (MindTap Course List)
Trigonometry (MindTap Course List)
Trigonometry
ISBN:
9781337278461
Author:
Ron Larson
Publisher:
Cengage Learning