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Maximum Likelihood Estimation and Mathematica
Author(s) -
Currie Iain D.
Publication year - 1995
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2986044
Subject(s) - maximum likelihood , estimation , mathematics , statistics , maximum likelihood sequence estimation , econometrics , economics , management
SUMMARY Data and outline Mathematica code are given for several examples of maximum likelihood estimation. A common approach is taken to both elementary complete data problems and more computationally demanding incomplete data problems. In teaching, this common approach brings many conceptually simple but computationally heavy problems within reach of the student. Published examples on truncation, grouping, censoring, survival analysis and generalized linear models are considered.