Maximum Likelihood Estimation and Inference
Title | Maximum Likelihood Estimation and Inference PDF eBook |
Author | Russell B. Millar |
Publisher | John Wiley & Sons |
Pages | 286 |
Release | 2011-07-26 |
Genre | Mathematics |
ISBN | 1119977711 |
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.
Estimation, Inference and Specification Analysis
Title | Estimation, Inference and Specification Analysis PDF eBook |
Author | Halbert White |
Publisher | Cambridge University Press |
Pages | 396 |
Release | 1996-06-28 |
Genre | Business & Economics |
ISBN | 9780521574464 |
This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
Maximum Likelihood Estimation
Title | Maximum Likelihood Estimation PDF eBook |
Author | Scott R. Eliason |
Publisher | SAGE |
Pages | 100 |
Release | 1993 |
Genre | Mathematics |
ISBN | 9780803941076 |
This is a short introduction to Maximum Likelihood (ML) Estimation. It provides a general modeling framework that utilizes the tools of ML methods to outline a flexible modeling strategy that accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models linking endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, the author discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.
Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models
Title | Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models PDF eBook |
Author | Fa Wang |
Publisher | |
Pages | 0 |
Release | 2017 |
Genre | |
ISBN |
Statistical Inference Based on the likelihood
Title | Statistical Inference Based on the likelihood PDF eBook |
Author | Adelchi Azzalini |
Publisher | Routledge |
Pages | 356 |
Release | 2017-11-13 |
Genre | Mathematics |
ISBN | 1351414461 |
The Likelihood plays a key role in both introducing general notions of statistical theory, and in developing specific methods. This book introduces likelihood-based statistical theory and related methods from a classical viewpoint, and demonstrates how the main body of currently used statistical techniques can be generated from a few key concepts, in particular the likelihood. Focusing on those methods, which have both a solid theoretical background and practical relevance, the author gives formal justification of the methods used and provides numerical examples with real data.
Maximum Likelihood Estimation for Sample Surveys
Title | Maximum Likelihood Estimation for Sample Surveys PDF eBook |
Author | Raymond L. Chambers |
Publisher | CRC Press |
Pages | 393 |
Release | 2012-05-02 |
Genre | Mathematics |
ISBN | 1584886323 |
Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to biased and inefficient estimates. Maximum Likelihood Estimation for Sample Surveys presents an overview of likelihood methods for the analysis of sample survey data that account for the selection methods used, and includes all necessary background material on likelihood inference. It covers a range of data types, including multilevel data, and is illustrated by many worked examples using tractable and widely used models. It also discusses more advanced topics, such as combining data, non-response, and informative sampling. The book presents and develops a likelihood approach for fitting models to sample survey data. It explores and explains how the approach works in tractable though widely used models for which we can make considerable analytic progress. For less tractable models numerical methods are ultimately needed to compute the score and information functions and to compute the maximum likelihood estimates of the model parameters. For these models, the book shows what has to be done conceptually to develop analyses to the point that numerical methods can be applied. Designed for statisticians who are interested in the general theory of statistics, Maximum Likelihood Estimation for Sample Surveys is also aimed at statisticians focused on fitting models to sample survey data, as well as researchers who study relationships among variables and whose sources of data include surveys.
Maximum Likelihood Estimation for Sample Surveys
Title | Maximum Likelihood Estimation for Sample Surveys PDF eBook |
Author | Raymond L. Chambers |
Publisher | CRC Press |
Pages | 374 |
Release | 2012-05-02 |
Genre | Mathematics |
ISBN | 1420011359 |
Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to