[R] Comparing methods for estimating misspecified models

nura sambo nur@@@mbo7 @end|ng |rom gm@||@com
Tue Jul 27 09:34:02 CEST 2021


I want to compare between conditional maximum likelihood (CML) and weight
maximum likelihood (WML) using misspecified ordinary least square model.
Are there packages in R which implements the conditonal maximum likelihood
and weighted maximum likelihood method for estimating OLS Models?

	[[alternative HTML version deleted]]



More information about the R-help mailing list