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Maximum Likelihood Estimation Logic and Practice

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ISBN-10: 0803941072

ISBN-13: 9780803941076

Edition: 1993

Authors: Scott R. Eliason

List price: $19.00
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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.
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Book details

List price: $19.00
Copyright year: 1993
Publisher: SAGE Publications, Incorporated
Publication date: 8/9/1993
Binding: Paperback
Pages: 96
Size: 5.50" wide x 8.50" long x 0.25" tall
Weight: 0.242
Language: English

Introduction
The Logic of Maximum Likelihood
A General Modeling Framework Using Maximum Likelihood Methods
An Introduction to Basic Estimation Techniques
Further Empirical Examples
Additional Likelihoods
Conclusions