Calculation Biases for Coefficients and Scale Parameter for Linear (Type 1) Extreme Value Regression Model for Largest Values

Authors

• Fatima Jasim Mohammed, Agricultural Economics Department, College of Agricultural Engineering Sciences, University of Baghdad, Iraq
• Adel Ahmed Haddow, Department of Statistics, College of Administration and Economics, Mustansiriyah University, Iraq

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.

DOI

10.33095/jeas.v19i74.1455

Subject Area

Statistical

First Page

295

Last Page

310

Recommended Citation

Mohammed, F. J., & Haddow, A. A. (2013). Calculation Biases for Coefficients and Scale Parameter for Linear (Type 1) Extreme Value Regression Model for Largest Values. Journal of Economics and Administrative Sciences, 19(74), 295-310. https://doi.org/10.33095/jeas.v19i74.1455