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Volume 21 Number 2 1998 |
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The Unreplicated Complex Linear
Functional Relationship Model and Its Application
Abdul Ghapor
Hussin
Abstract.
A model is developed by fitting a straight line
when both the variables are circular, subject to measurement
and other errors. This is done by extending the complex
linear regression model, called the unreplicated complex
linear functional relationship model. This paper deals
with the maximum likelihood estimation of this model assuming
the ratio between the two error variances is known. We
also show that the closed-form expression for the maximum
likelihood estimators are not available and the estimates
may be obtained iteratively by choosing a suitable initial
value. The model is illustrated with an application to
the analysis of the wind direction data recorded by two
different techniques: the HF radar system and the anchored
wave buoy.
Full text: PDF
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