Jump to ContentJump to Main Navigation

You are looking at 1-15 of 15 items

  • Keywords: maximum likelihood estimation x
Clear All Modify Search

View:

Likelihood

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0010
Subject:
Economics and Finance, Econometrics

The likelihood function is the obverse of the data‐density function, and summaries thereof lead to maximum likelihood estimation. The first derivative of the log‐likelihood, the score, plays a ... More


How to Estimate Default Intensity Processes

Darrell Duffie

in Measuring Corporate Default Risk

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199279234
eISBN:
9780191728419
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199279234.003.0003
Subject:
Economics and Finance, Financial Economics

This chapter presents the theory underlying the maximum likelihood estimation of term structures of survival probabilities, for example the dependence of default probability on time horizon. The ... More


Maximum likelihood methods

ZIHENG YANG

in Computational Molecular Evolution

Published in print:
2006
Published Online:
April 2010
ISBN:
9780198567028
eISBN:
9780191728280
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567028.003.0004
Subject:
Biology, Evolutionary Biology / Genetics

This chapter discusses likelihood calculation for multiple sequences on a phylogenetic tree. As indicated at the end of Chapter 3, this is a natural extension to the parsimony method when we want to ... More


Creating a Confirmatory Factor Analysis Model

Donna Harrington

in Confirmatory Factor Analysis

Published in print:
2008
Published Online:
January 2009
ISBN:
9780195339888
eISBN:
9780199863662
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195339888.003.0002
Subject:
Social Work, Research and Evaluation

This chapter focuses on creating and specifying a confirmatory factor analysis (CFA) model, beginning with the role of theory and prior research in CFA. It includes a detailed discussion of CFA model ... More


Introduction to Regression Modeling Introduction to Regression Modeling

John G. Orme and Terri Combs-Orme

in Multiple Regression with Discrete Dependent Variables

Published in print:
2009
Published Online:
May 2009
ISBN:
9780195329452
eISBN:
9780199864812
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195329452.003.0001
Subject:
Social Work, Research and Evaluation

This chapter is a brief review of some major concepts of linear regression, presented in the context of simple examples using both dichotomous and continuous independent variables. The chapter ... More


Maximum Likelihood Estimation

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0009
Subject:
Economics and Finance, Econometrics

One important tool of estimation and hypothesis testing in econometrics is maximum likelihood (ML) estimation and the various testing procedures associated with it, namely, the likelihood ratio (LR), ... More


Maximum Likelihood Approaches to Meta-analysis

Kerrie Mengersen and Christopher H. Schmid

in Handbook of Meta-analysis in Ecology and Evolution

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691137285
eISBN:
9781400846184
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691137285.003.0010
Subject:
Biology, Ecology

This chapter discusses an alternative, more general approach based on maximizing the likelihood of the data; that is, for a model with unknown parameters, finding the parameter values that are “most ... More


Risks of Semi-Supervised Learning: How Unlabeled Data Can Degrade Performance of Generative Classifiers

Cozman Fabio and Cohen Ira

in Semi-Supervised Learning

Published in print:
2006
Published Online:
August 2013
ISBN:
9780262033589
eISBN:
9780262255899
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262033589.003.0004
Subject:
Computer Science, Machine Learning

This chapter presents a number of conclusions. Firstly, labeled and unlabeled data contribute to a reduction in variance in semi-supervised learning under maximum-likelihood estimation. Secondly, ... More


Inference, or how to deduce conclusions from data

Odo Diekmann, Hans Heesterbeek, and Tom Britton

in Mathematical Tools for Understanding Infectious Disease Dynamics

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691155395
eISBN:
9781400845620
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155395.003.0005
Subject:
Biology, Disease Ecology / Epidemiology

This chapter describes methods for making inferences about key epidemiological parameters from available data. The chapter presents the powerful statistical method called maximum-likelihood (ML) ... More


Modeling Multisensory Integration

Loes C. J. van Dam, Cesare V. Parise, and Marc O. Ernst

in Sensory Integration and the Unity of Consciousness

Published in print:
2014
Published Online:
May 2015
ISBN:
9780262027786
eISBN:
9780262319270
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262027786.003.0010
Subject:
Philosophy, General

The different senses, such as vision, touch, or audition, often provide redundant information for perceiving our environment. For instance, the size of an object can be determined by both sight and ... More


Background

Adrian Schneider and Gina M. Cannarozzi

in Codon Evolution: Mechanisms and Models

Published in print:
2012
Published Online:
May 2015
ISBN:
9780199601165
eISBN:
9780191810114
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:osobl/9780199601165.003.0001
Subject:
Biology, Evolutionary Biology / Genetics

This background chapter summarizes some of the basic concepts used in molecular evolution, such as the use of Markov models in modelling sequence evolution as well as maximum-likelihood and Bayesian ... More


Data-driven modeling of hospital infections

Odo Diekmann, Hans Heesterbeek, and Tom Britton

in Mathematical Tools for Understanding Infectious Disease Dynamics

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691155395
eISBN:
9781400845620
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691155395.003.0014
Subject:
Biology, Disease Ecology / Epidemiology

The treatment of hospital patients suffering from bacterial infections is increasingly hampered by antibiotic resistance. When the means of curing infections diminish, the prevention of infection ... More


Introduction

Russell Cheng

in Non-Standard Parametric Statistical Inference

Published in print:
2017
Published Online:
September 2017
ISBN:
9780198505044
eISBN:
9780191746390
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198505044.003.0001
Subject:
Mathematics, Probability / Statistics

This chapter provides an overview of the book. The book investigates non-standard parametric, mainly continuous univariate estimation problems. The basic difference between standard and non-standard ... More


Multivariate Rational Expectations Models

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0020
Subject:
Economics and Finance, Econometrics

This chapter is devoted to the solution, identification, and estimation of rational expectations (RE) models. It begins with an overview of solution techniques, distinguishing between RE models with ... More


Spatial Panel Econometrics

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0030
Subject:
Economics and Finance, Econometrics

This chapter reviews econometric methods for linear panel data models that exhibit spatial dependence. The discussion covers spatial weights and the spatial lag operator, spatial dependence in ... More


View: