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
Check out Casella and Berger's Statistical Inference. ISBN
978-81-315-0394-2 or http://en.wikipedia.org/wiki/Maximum_likelihood as an
online reference.
--Mark J. Lamias
From: Ning Cheng <wakinchauemil@gmail.com>
To: r-help@r-project.org
Sent: Sunday, February 27, 2011 3:19 PM
Subject: [R] MLE estimation
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
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https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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I am partial to Gary King's book: Unifying Political Methodology: The Likelihood Theory of Statistical Inference (University of Michigan Press, 1998) Cheers David Cross d.cross at tcu.edu www.davidcross.us On Feb 27, 2011, at 2:19 PM, Ning Cheng wrote:> 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 > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.