CALCULATION BIASES FOR COEFFICIENTS AND SCALE PARAMETER FOR LINEAR (TYPE 1) EXTREME VALUE REGRESSION MODEL FOR LARGEST VALUES | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 19, Issue 74, December 2013, Pages 295-310 | ||
| Abstract | ||
| Characterized by the Ordinary Least Squares (OLS) on Maximum Likelihood for the greatest possible way that the exact moments are known , which means that it can be found, while the other method they are unknown, but approximations to their biases correct to 0(n-1) can be obtained by standard methods. In our research expressions for approximations to the biases of the ML estimators (the regression coefficients and scale parameter) for linear (type 1) Extreme Value Regression Model for Largest Values are presented by using the advanced approach depends on finding the first derivative, second and third. | ||
| Keywords | ||
| Extreme value regression; the regression coefficient; scale parameter; Ordinary Least Squares; maximum likelihood; moments; biases | ||
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