Re: MLE
- From: C Hanck <chrhanck@xxxxxxx>
- Date: Thu, 29 May 2008 00:38:59 -0700 (PDT)
I want to know in case of OLS we made strong assumptionare you saying you need stronger assumptions for OLS to work? that is
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?
clearly not correct. you may need something like E(u^2)<infty for OLS
whereas you assume normality of u for MLE, which implies that you
assume all moments of u to exist.
.
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- MLE
- From: sagar
- MLE
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