R help - Oct 2010 - writing an R code for a given model

Dear R help list,

I am desperately looking for any reference explaining by examples how to
write  R codes in order to fit the parameters of a given model using maximum
likelihood or any other criteria function. I know the general structure:
First write a code for the maximum likelihood function and afterwards  write
a code to maximize it using optim and then invert the  Hessian  to get the
standard errors and p-values. What I want  is to find a document  which
gives in detail the R code to do so  for some  given  examples such as
linear mixed effect models, survival analysis etc ... where the likelihood
has a closed form and when it doesn't have a closed form ... I will then
follow the same structure to fit my own model.

Best wishes,

Abderrahim

	[[alternative HTML version deleted]]

Hi Abderrahim,

I find this book particularly helpful:
http://www.meb.ki.se/~yudpaw/likelihood/likelihood-index.htm

Shige

On Fri, Oct 1, 2010 at 12:15 PM, abderrahim youssef
<abderrahim1302 at googlemail.com> wrote:
> Dear R help list,
>
> I am desperately looking for any reference explaining by examples how to
> write ?R codes in order to fit the parameters of a given model using
maximum
> likelihood or any other criteria function. I know the general structure:
> First write a code for the maximum likelihood function and afterwards
?write
> a code to maximize it using optim and then invert the ?Hessian ?to get the
> standard errors and p-values. What I want ?is to find a document ?which
> gives in detail the R code to do so ?for some ?given ?examples such as
> linear mixed effect models, survival analysis etc ... where the likelihood
> has a closed form and when it doesn't have a closed form ... I will
then
> follow the same structure to fit my own model.
>
> Best wishes,
>
> Abderrahim
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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