MLE



I want to know in case of OLS we made strong assumption
about the distribution of error term. Why not in MLE? Is there any
assumption we are making in MLE which is of same type as of error
assumption in OLS?

.



Relevant Pages

  • Re: MLE
    ... about the distribution of error term. ... Why not in MLE? ... are you saying you need stronger assumptions for OLS to work? ... which is MLE under normality. ...
    (sci.stat.math)
  • Re: MLE
    ... about the distribution of error term. ... Why not in MLE? ... are you saying you need stronger assumptions for OLS to work? ...
    (sci.stat.math)
  • Re: MLE
    ... about the distribution of error term. ... Why not in MLE? ... if you assume that the residuals are normally ...
    (sci.stat.math)
  • Re: MLE
    ... about the distribution of error term. ... Why not in MLE? ... are you saying you need stronger assumptions for OLS to work? ... requierd to do identification test in MLE. ...
    (sci.stat.math)
  • Re: MLE
    ... I want to know what are the properties that made MLE a better ... where the random variable is normal, OLS ... help with inference about the regression parameters. ... mean from the large sample properties of the sample mean. ...
    (sci.stat.math)