Maximum Likelihood Estimation: Logic And Practice - Brossura

Eliason, Scott R.

Brossura

ISBN 10: 0803941072 ISBN 13: 9780803941076

Casa editrice: SAGE Publications, Inc, 1993

Riassunto

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.

Su questo libro

L'autore

RESEARCH AND TEACHING INTERESTS
Quantitative Methodology and Statistics; Sociology of Work, Occupations, and Labor Markets;
Economic Sociology; Stratification; Life Course

Contenuti

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

Dettagli dell?edizione

• Editore: SAGE Publications, Inc
• Data di pubblicazione: 1993
• ISBN 10: 0803941072
• ISBN 13: 9780803941076
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 96