作者LITTLEN (有没有那麽虽阿~~~)
站内Statistics
标题[问题] 有关MLE
时间Fri Jul 3 08:22:16 2009
这个MLE问题有点难, 只想问看看有没有人有想法, 谢谢..
Let (Yi1, Yi2), i=1...n be a sequence of indpendent pairs of independent
Bernoulli variables with
logit P(Yi1=1) = αi
logit P(Yi2=1) = αi+β
for unspecified parameters β and αi, i=1...n
(i)compute, approximately the asymptotic bias in the MLE for β, as n --> inf
(ii)Suggest an approach to asymptotically unbiased estimation of β
logit P(Yi1=1) = αi 表示 P(Yi1=1) = e^(αi)/(1+e^(αi))
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1F：→ bmka:你的想法呢? 07/03 08:42