Methods Of Statistical Model Estimation
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Methods of Statistical Model Estimation
Methods of Statistical Model Estimation examines the most important and popular methods used to estimate parameters for statistical models and provide informative model summary statistics. Designed for R users, the book is also ideal for anyone wanting to better understand the algorithms used for statistical model fitting.The text presents algorith
Maximum Likelihood Estimation
"Maximum Likelihood Estimation. . . provides a useful introduction. . . it is clear and easy to follow with applications and graphs. . . . I consider this a very useful book. . . . well-written, with a wealth of explanation. . ." --Dougal Hutchison in Educational Research Eliason reveals to the reader the underlying logic and practice of maximum likelihood (ML) estimation by providing a general modeling framework that utilizes the tools of ML methods. This framework offers readers a flexible modeling strategy since it accommodates cases from the simplest linear models (such as the normal error regression model) to the most complex nonlinear models that link a system of endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, Eliason discusses what properties are desirable in an estimator, basic techniques for finding maximum likelihood solutions, the general form of the covariance matrix for ML estimates, the sampling distribution of ML estimators; the use of ML in the normal as well as other distributions, and some useful illustrations of likelihoods.
Order Statistics & Inference
Author: Narayanaswamy Balakrishnan
language: en
Publisher: Elsevier
Release Date: 2014-06-28
The literature on order statistics and inferenc eis quite extensive and covers a large number of fields ,but most of it is dispersed throughout numerous publications. This volume is the consolidtion of the most important results and places an emphasis on estimation. Both theoretical and computational procedures are presented to meet the needs of researchers, professionals, and students. The methods of estimation discussed are well-illustrated with numerous practical examples from both the physical and life sciences, including sociology,psychology,a nd electrical and chemical engineering. A complete, comprehensive bibliography is included so the book can be used both aas a text and reference.