Show that for the normal linear model (boldsymbol{Y} sim mathscr{N}left(mathbf{X} beta, sigma^{2} mathbf{I}_{n} ight)), the maximum likelihood

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Show that for the normal linear model $\boldsymbol{Y} \sim \mathscr{N}\left(\mathbf{X} \beta, \sigma^{2} \mathbf{I}_{n}\right)$, the maximum likelihood estimator of $\sigma^{2}$ is identical to the method of moments estimator (2.37).

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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Question Posted: May 19, 2024 02:03 AM

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Show that for the normal linear model (boldsymbol{Y} sim mathscr{N}left(mathbf{X} beta, sigma^{2} mathbf{I}_{n} ight)), the maximum likelihood

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Data Science And Machine Learning Mathematical And Statistical Methods

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