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Can anybody help me to generate the estimator of equation:

$$Y_i = \beta_0 + \beta_1X_{i1} + \beta_2X_{i2}+\cdots+\beta_4X_{i4}+\varepsilon_i$$

using method of maximum likelihood, where $\varepsilon_i$ are independent variables which have normal distribution $N(0,\sigma^2)$

  • 0
    Do you know how to multiply matrices? This sort of thing is more efficiently expressed that way.2012-12-13
  • 0
    Yes, I know how to multiply matrices2012-12-13

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