Maximum Likelihood Estimation : Logic and Practice

Maximum Likelihood Estimation : Logic and Practice

Description

In this volume the underlying logic and practice of maximum likelihood (ML) estimation is made clear by providing a general modelling framework that utilizes the tools of ML methods. This framework offers readers a flexible modelling strategy since it accommodates cases from the simplest linear models to the most complex nonlinear models that link a system of endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, Eliason discusses: what properties are desirable in an estimator; basic techniques for finding ML solutions; the general form of the covariance matrix for ML estimates; the sampling distribution of ML estimators; the application of ML in the normal distribution as well as in other useful distributions; and some helpful illustrations of likelihoods.

Similar Books

ISBN 10: 0803973748
ISBN 13: 9780803973749

21 Feb 1997
John Scott Long

ISBN 10: 0472085549
ISBN 13: 9780472085545

01 Aug 1998
Gary King

ISBN 10: 0803949995
ISBN 13: 9780803949997

16 Aug 1994
Tim Futing Liao

ISBN 10: 0803921330
ISBN 13: 9780803921337

21 Feb 1985
John Aldrich

ISBN 10: 1483381471
ISBN 13: 9781483381473

08 Sep 2015
Colin Lewis-Beck

ISBN 10: 080394263X
ISBN 13: 9780803942639

23 Apr 1993
William D. Berry

ISBN 10: 0521546737
ISBN 13: 9780521546737

01 Apr 2004
Janet M. Box-Steffensmeier

ISBN 10: 1544375220
ISBN 13: 9781544375229

07 May 2020
John Fox

ISBN 10: 0691178240
ISBN 13: 9780691178240

26 Sep 2017
Christopher H. Achen

ISBN 10: 0761922083
ISBN 13: 9780761922087

05 Dec 2001
Scott Menard

ISBN 10: 0803920547
ISBN 13: 9780803920545

30 Aug 1985
William D. Berry

ISBN 10: 0761922423
ISBN 13: 9780761922421

15 Mar 2002
Vani Kant Borooah