Admissibility of the maximum likelihood estimator in the regression of two predictands on one predictor |
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Authors: | Stanley L. Sclove |
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Affiliation: | (1) Carnegie-Mellon University, Pittsburgh, USA |
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Abstract: | Summary Stein [2] has shown that the maximum likelihood estimator (MLE) of the regression coefficients is admissible in unvariate regression with one predictor or with two predictors and known means. In a similar way it is shown in the present note that the MLE is admissible when there are two predictands and one predictor and the means are known. |
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