Re: MLE

From: sagar <arijit14@xxxxxxxxx>
Date: Wed, 21 May 2008 21:27:04 -0700 (PDT)

On May 21, 7:29 pm, Philip A. Viton <vito...@xxxxxxx> wrote:

In article <baed109a-1163-45fe-a8e2-e486d08e7823
@q27g2000prf.googlegroups.com>, ariji...@xxxxxxxxx says...

Hi,
I want to know what are the properties that made MLE a better
regression model than OLS. I also want to know what are the properties
of MLE.
Arijit

Any econometrics text (eg Greene, Econometric Analysis) should cover
this.

--

Phil Viton
Ohio State University

Thanks Phil. But I'm actually following Green & it said that MLE has
nice large sample properties. But if you read Wooldridge (Introductory
Econometrics) there it has been shown that OLS also has a nice large
sample properties. My quetion is how MLE's large sample property is
better than that of the OLS.
Arijit.
JNU.
.

Follow-Ups:
- Re: MLE
  - From: Herman Rubin
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  - From: C Hanck

References:
- MLE
  - From: sagar
- Re: MLE
  - From: Philip A . Viton

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