Covariate and Newton–Raphson adjustments for a normal correlation coefficient when the variances are known

When the maximum likelihood estimator is computationally inconvenient, covariate and Newton–Raphson adjustment often provide algebraically explicit yet still asymptotically efficient estimators. The bivariate normal correlation coefficient with known variances is used to show that these methods may produce singularities that render the adjusted estimators unstable.

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Year of publication:	2013
Authors:	Fosdick, Bailey K. ; Perlman, Michael D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 12, p. 2627-2633
Publisher:	Elsevier
Subject:	Covariate adjustment \| Newton–Raphson adjustment \| Singularities \| Normal correlation coefficient

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010709055