For random sampling from the classical regression model in (14 3), reparameterize the likelihood function in terms of 1 and (1 ) Find the maximum likelihood estimators of and and obtain the asymptotic covariance matrix of the estimators of these parameters ...

The log likelihood for the classical normal regression model is If we reparameterize this in terms o ...

For random sampling from the classical regression model in (14-3), reparameterize the likelihood function in terms of

Question:

For random sampling from the classical regression model in (14-3), reparameterize the likelihood function in terms of η = 1/σ and δ = (1/σ)β. Find the maximum likelihood estimators of η and δ and obtain the asymptotic covariance matrix of the estimators of these parameters.