Bart Joosen
2006-Jun-10 08:06 UTC
[R] Maximum likelihood estimation of Regression parameters
Hi, I want to use Maximum likelihood to estimate the parameters from my regression line. I have purchased the book "Applied linear statistical models" from Neter, Kutner, nachtsheim & Wasserman, and in one of the first chapters, they use maximum likelihood to estimate the parameters. Now I want to tried it for my self, but couldn't find the right function. In the book, they give a fixed variance to work with, but I couldn't find a function where I can estimate the predictor and where I have to give the variance. Or isn't this neccesairy? Also they calculate likelihood values for the different values, used to estimate the parameters (like a normal probability curve), is it possible to do this with R? Kind regards Bart [[alternative HTML version deleted]]
Xiaoting Hua
2006-Jun-10 09:11 UTC
[R] Maximum likelihood estimation of Regression parameters
mle(stats4) Maximum Likelihood Estimation is it list above what you want? On 6/10/06, Bart Joosen <bartjoosen at hotmail.com> wrote:> Hi, > > I want to use Maximum likelihood to estimate the parameters from my regression line. > I have purchased the book "Applied linear statistical models" from Neter, Kutner, nachtsheim & Wasserman, and in one of the first chapters, they use maximum likelihood to estimate the parameters. > Now I want to tried it for my self, but couldn't find the right function. > In the book, they give a fixed variance to work with, but I couldn't find a function where I can estimate the predictor and where I have to give the variance. > Or isn't this neccesairy? > Also they calculate likelihood values for the different values, used to estimate the parameters (like a normal probability curve), is it possible to do this with R? > > Kind regards > > Bart > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- ???????? ?????? ?????????? Kenneth Hua ?????????????? ?????????? 310029