Quality of maximum likelihood estimates of parameters in a log-linear rate model. [TR 59]
Abstract/Contents
- Abstract
Technical Report no.59
The authors address four sources of indeterminacy in maximum likelihood estimation (MLE) for multivariate modeling of change using panel data: censoring, caused by changes that occur after the observation period ends; small sample size; interacting censoring with sample size; and collinearity among causal variables. They explore the issues with simulations and conclude that MLE estimates are generally efficient except when censoring is extreme, and efficiency is only slightly affected by collinearity among independent variables. Related publications include Tuma and Hannan (1979) and Tuma, Hannan, and Groeneveld (1979).
[Abstract by Murray Webster, 2014.]
Description
| Type of resource | text |
|---|---|
| Date created | August 1977 |
Creators/Contributors
| Author | Fennell, Mary L. |
|---|---|
| Author | Tuma, Nancy Brandon |
| Author | Hannan, Michael T. |
| Publisher | Laboratory for Social Research, Stanford University Department of Sociology |
Subjects
| Subject | Longitudinal method |
|---|---|
| Subject | Social sciences-Research |
| Subject | TR#59 |
| Subject | Technical Report |
| Subject | #59 |
| Subject | Laboratory for Social Research |
| Subject | Stanford University Department of Sociology |
| Subject | Social sciences-Research |
| Subject | Social Science methods |
| Genre | Technical report |
Bibliographic information
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- This work is licensed under a Creative Commons Attribution Non Commercial No Derivatives 3.0 Unported license (CC BY-NC-ND).
Preferred citation
- Preferred Citation
- Fennell, Mary L. and Tuma, Nancy Brandon and Hannan, Michael T.. (1977). Quality of maximum likelihood estimates of parameters in a log-linear rate model. Technical Report; #59, Laboratory for Social Research, Stanford University Department of Sociology. Stanford Digital Repository. Available at: http://purl.stanford.edu/sw366jk5334
Collection
Laboratory for Social Research Technical Report Series (1961-1985), Stanford University Department of Sociology
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- regirob@stanford.edu
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