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9780803941076

Maximum Likelihood Estimation Logic and Practice

Maximum Likelihood Estimation Logic and Practice
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  • ISBN-13: 9780803941076
  • ISBN: 0803941072
  • Publication Date: 1993
  • Publisher: Sage Pubns

AUTHOR

Eliason, Scott R.

SUMMARY

In this volume the underlying logic and practice of maximum likelihood (ML) estimation is made clear by providing a general modeling framework that utilizes the tools of ML methods. This framework offers readers a flexible modeling 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.Eliason, Scott R. is the author of 'Maximum Likelihood Estimation Logic and Practice', published 1993 under ISBN 9780803941076 and ISBN 0803941072.

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