search for: maximum_likelihood

Dear List, This problem is more a statistic one than a R one. Any one can recommend me some references website or online paper on maximum likelihood estimation?I'm now working on that,while still doubt how to prove that the estimated parameters are normal distributed. Thanks for your time and help! Best, Ning

Dear R helpers, I need to estimate a probit model with box constraints placed on several of the model parameters. I have the following two questions: 1) How are the standard errors calclulated in glm (family=binomial(link="probit")? I ran a typical probit model using the glm probit link and the nlminb function with my own coding of the loglikehood, separately. As nlminb does not