Re: Linear Model Problem
- From: sonicb11 <williampepe@xxxxxxxxxxx>
- Date: Sat, 17 Nov 2007 05:43:06 -0800 (PST)
On Nov 15, 11:42 am, sonicb11 <williamp...@xxxxxxxxxxx> wrote:
I am working on a linear model problem.
Here is the model:
Wi = a*Zi + b*Zi*Xi + Zi*Ei
Wi is the observed response. a and b are the regression
coefficients. Zi follows a Beta distribution with parameters alpha and
beta (they are both unknown). Xi is a predictor variable, and Ei is
the error with mean zero and variance sigma^2.
I need to estimate a, b, alpha, beta, and sigma^2 using method of
moments. I want formulas for them. I've never seen a linear model like
this before and have no idea how to tackle it. Any help or hints would
be greatly appreciated. Thanks in advance.
Maybe using maximum likelihood, there is a solution? Either method. I
just need some solution to estimate the parameters.
.
- References:
- Linear Model Problem
- From: sonicb11
- Linear Model Problem
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