14.3. Suppose that in Problem 14.2, X is fully observed and Y has missing values. Show that...
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14.3. Suppose that in Problem 14.2, X is fully observed and Y has missing values. Show that ML estimates for the general location model cannot be found by factoring the likelihood, because the parameters of the appropriate factorization are not distinct. Suggest an alternative model for which the factorization is distinct and display ML estimates for this model.
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Statistical Analysis With Missing Data
ISBN: 9780471183860
2nd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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