Re: Multiple Regression w/ Polynomial-in-Y?

From: Clint Cummins (clint_at_Stanford.EDU)
Date: 09/25/04 

Date: Sat, 25 Sep 2004 18:11:46 +0000 (UTC)

If Y is truly the endogenous variable, then you are missing
a Jacobian term for the model, if you want to get ML estimates.
In econometrics, we call this FIML estimation.
A similar situation which is nonlinear in the endogenous
variable is a Box-Cox model.

Clint Cummins