Maximum Likelihood Estimation: Logic and Practice

Scott R. Eliason

ISBN 10: 0803941072 / ISBN 13: 9780803941076

Editore: Sage Pubns, 1993

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1st edition. 96 pages. 8.50x5.50x0.25 inches. In Stock. Codice articolo zk0803941072

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Titolo: Maximum Likelihood Estimation: Logic and ...

Casa editrice: Sage Pubns

Data di pubblicazione: 1993

Legatura: Paperback

Condizione: Brand New

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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.

L'autore:

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