Question: Determine the exact expression for 2(M) used in AIC/BIC computations for a standard linear model Recall that the OLS solution for is equivalent to the
Determine the exact expression for 2(M) used in AIC/BIC computations for a standard linear model Recall that the OLS solution for is equivalent to the MLE solution for . You will need to derive the MLE of 2.
a)Write the likelihood function of your data under the assumption that the errors are
independent with mean 0 and variance 2.
b)Use calculus to solve for the MLE of 2.
c) Using the MLE for and 2, simplify 2(M).
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
