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2008 Nov 03
1
IWLS vs direct ML estimation
...rameter distribution (e.g., Weibull), I can otain the MLE of scale parameter given shape parameter through IWLS. Because this scale parameter usually converges to the MLE. In this point, I am wondering: i) can you say that the direct MLE, which is obtained by maximizing a likelihood function, is equalvant to the indirect MLE, which is obtained by IWLS? ii) if not or the glm approach is better, why we use the glm approach to find the indirect MLE? What do you think? -- View this message in context: http://www.nabble.com/IWLS-vs-direct-ML-estimation-tp20312661p20312661.html Sent from the R hel...