Multiple local optima for seemingly unrelated regression models

被引：0

作者：

Womer, Norman K. ^{[1
]}

机构：

[1] Univ Missouri, Coll Business Adm, One Univ Blvd, St Louis, MO 63121 USA

来源：

INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS | 2016年 / 6卷 / 01期

关键词：

point estimation; maximum likelihood; structural equation model; cross equation restrictions; specification test; multiple local optima; seemingly unrelated regression models;

D O I：

10.1504/IJCEE.2016.073343

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper provides an example of multiple local maxima to the likelihood function for a seemingly unrelated regression (SUR) model with a cross equation restriction. Since this is the least complex of the various structural equations models (SEM) and since maximum likelihood is often the preferred technique for SEM the problem of multiple local maxima is expected to be pervasive.

引用

页码：44 / 55

页数：12

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