In certain multivariate problems the full probability density has an awkward normalizing constant, but the conditional and/or marginal distributions may be much more tractable. In this paper we ...

Maximum likelihood estimation of the parameters of a statistical model involves maximizing the likelihood or, equivalently, the log likelihood with respect to the parameters. The parameter values at ...

The exact and asymptotic distributions of the maximum likelihood estimate of a factor loading are studied. We study the distribution in a factor analysis model with two normally distributed ...

A Type 3 analysis is similar to the Type III sums of squares used in PROC GLM, except that likelihood ratios are used instead of sums of squares. First, a Type III estimable function is defined for an ...