Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations
联立回归方程系统参数的最大似然估计
Procedures for computing the full information maximum likelihood (FIML) estimates of the parameters of a system of simultaneous regression equations have been described by Koopmans, Rubin, and Leipnik, Chernoff and Divinsky, Brown, and Eisenpress. However, all of these methods are rather complicated since they are based on estimating equations that are expressed in an inconvenient form. In this paper, a transformation of the maximum likelihood (ML) equations is developed…