Displaying 3 results from an estimated 3 matches for "mle_in_r".
2011 Mar 28
1
maximum likelihood accuracy - comparison with Stata
...ihood estimation.
Secondly, the estimates for sigma2 are very different between R
and Stata. 3.14 in R compared to 1.78 in Stata.
I have copied my maximum likelihood program below. It is copied from
a great intro to MLE in R by Macro Steenbergen
http://artsci.wustl.edu/~jmonogan/computing/r/MLE_in_R.pdf
Any comments are welcome. In particular I would like to know why the
estimate of sigma2 is so different. I would also like to know
about the accuracy of the coefficient estimates.
## ols
ols <- lm(Kmenta$consump ~ Kmenta$price + Kmenta$income)
coef(summary(ols))
## mle
y <- matri...
2011 Sep 02
1
Maximum Likelihood using optim()
Dear mailing list,
I would like to use the optim() command in order to maximize the logged likelihood of the following function, where p is the parameter of interest and should be constrained between 0 and positive infinity.
y = 1/2 * ((te - x)/(te - tc))^p
x and y are given by
x <- c(5.18, 6.28, 7.00, 7.08, 7.54, 7.90, 8.24, 8.64, 12.17, 12.89, 14.27, 15.38, 15.80, 16.46, 20.41, 21.27,
2009 Jul 21
3
EM algorithm
Hi,
I have the following problem: I am working on assessing the accuracy of
diagnostic tests. I have a log likelihood and 3 unknown parameters. Now I
want to apply the EM algorithm to find the maximum likelihood estimates of
these parameters. But I don't know anaything about how to code that in R.
Can somebody help me??
Greats,
Elena
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