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Maximum Likelihood Methods for Linear Models

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  • PATRICK DOREIAN

    (University of Pittsburgh)

Abstract

This article presents a model that is a natural generalization of both the spatial effects linear model and the linear model with spatial disturbances. Maximum likelihood methods are presented that provide estimates of the parameters of the model together with the asymptotic variance-covariance matrix of the estimates. Numerical illustrations of these methods are provided.

Suggested Citation

  • Patrick Doreian, 1982. "Maximum Likelihood Methods for Linear Models," Sociological Methods & Research, , vol. 10(3), pages 243-269, February.
    • Handle: RePEc:sae:somere:v:10:y:1982:i:3:p:243-269
    DOI: 10.1177/0049124182010003001
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    References listed on IDEAS

    as
    1. Mitchell, Edward J., 1969. "Some Econometrics of the Huk Rebellion," American Political Science Review, Cambridge University Press, vol. 63(4), pages 1159-1171, December.
    2. A S Brandsma & R H Ketellapper, 1979. "A Biparametric Approach to Spatial Autocorrelation," Environment and Planning A, , vol. 11(1), pages 51-58, January.
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    Cited by:

    1. Luc Anselin, 2010. "Thirty years of spatial econometrics," Papers in Regional Science, Wiley Blackwell, vol. 89(1), pages 3-25, March.

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