Abstract
We show an equivalence between a particular form of least squares and standard maximum likelihood estimation in the general linear regression model using estimating equations. This means that the normality assumption is not crucial for maximum likelihood estimation in this model.
Original language | English |
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Pages (from-to) | 13 - 16 |
Number of pages | 4 |
Journal | Global Journal of Quantitative Science |
Volume | 1 |
Issue number | 2 |
Publication status | Published - 2014 |