An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...

Maximum likelihood inference for the coefficients of a multiple regression with missing values is studied by simulation, using artificially generated multivariate normal observations with randomly ...

This is the eighth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

The likelihood equation for a logistic regression model does not always have a finite solution. Sometimes there is a nonunique maximum on the boundary of the parameter space, at infinity. The ...