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Existence and uniqueness conditions for the maximum likelihood solution in regression models for correlated Bernoulli random variables.
From:
Journal of Mathematics and Statistics
| Date:
July 1, 2007| Author:
| COPYRIGHT 2007 Science Publications. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group.Copyright information
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Abstract: We give sufficient and necessary conditions for the existence of the maximum likelihood estimate in a class of multivariate regression models for correlated Bernoulli random variables. The models use the concept of threshold crossing technique of an underlying multivariate latent variable with univariate components formulated as a linear regression model. However, in place of their Gaussian assumptions, any specified distribution with a strictly increasing cumulative distribution function is allowed for error terms. A well known member of this class of models is the ...
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