Statistical Inference for Maximum Likelihood Estimates
Statistical properties of maximum likelihood estimates for accelerated lifetime data under the Weibull model
... C aly to n (1980) show ed how regression m odels c an b e fitte d to censored survival d a ta by th e use of th e ex p o n en tial, W eibull, a n d ex trem e value d istrib u tio n s in generalized linear in te ra c tiv ...
179
On the Existence of the Maximum Likelihood Estimates for Poisson Regression
... the maximum likelihood estimates for Poisson regression depends on the data ...spurious maximum likelihood ...the maximum likelihood estimates and propose a simple ...
9
Maximum likelihood estimates of pairwise rearrangement distances
... a maximum likelihood estimator for the evolutionary distance between two genomes under a large-scale genome rearrangement ...poor inference regarding topology (see Felsenstein ...
23
Targeted Maximum Likelihood Based Causal Inference
... In Section 3 we develop and present a general targeted MLE for any time-series data structure, applicable to sequentially randomized controlled trials with censoring and missingness, as well as longitudinal observational ...
78
Semiparametric maximum likelihood inference for nonignorable nonresponse with callbacks
... School of Economics, Singapore Management University JING QIN Biostatistics Research Branch, National Institute of Allergy and Infectious Diseases ABSTRACT. We model the nonresponse probabilities as logistic functions of ...
34
Approximate maximum likelihood estimation for population genetic inference
... Abstract: In many population genetic problems, parameter estimation is obstructed by an intractable likelihood function. Therefore, approximate estimation methods have been developed, and with grow- ing ...
22
Deriving generalized means as least squares and maximum likelihood estimates
... generalized means can be derived in a unified way, as least squares estimates for a transformed data.. set.[r] ...
10
Robustness of maximum likelihood estimates for mixed Poisson regression models
... Gustafson (1996) used an influence function approach (Hampel et al., 1986) (Huber, 1981) to examine the robustness of maximum likelihood estimates for certain conjugate mixture models un[r] ...
23
On Maximum Likelihood Estimates for the Shape Parameter of the Generalized Pareto Distribution
... On Maximum Likelihood Estimates for the Shape Parameter of the Generalized Pareto ...by maximum likelihood because have a consistent estimator with lowest bias and ...the maximum ...
6
Analytical quasi maximum likelihood inference in multivariate volatility models
... 4. ¯ I −1 : Numerical estimation of the information matrix 5. ¯ J −1 I ¯ J ¯ −1 : Numerical estimation of the sandwich matrix Two null hypotheses are tested. The first joint hypothesis concentrates on cross sectional ...
14
MLEP: an R package for exploring the maximum likelihood estimates of penetrance parameters
... their estimates depend largely on the collected ...robust estimates by using multiple sets of previously-recorded pedigree data for the same disease to estimate parameters, which are available from the ...
10
A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
... In each of the applications it is supposed that Assumptions 1 through 5 of Section 3 are satisfied.. This is a sufficient condition for the boundedness of p. Therefore As[r] ...
12
Parameter redundancy and the existence of maximum likelihood estimates in log linear models
... Abstract: Log-linear models are typically fitted to contingency table data to de- scribe and identify the relationship between different categorical variables. How- ever, the data may include observed zero cell entries. ...
35
Properties of the Maximum Likelihood Estimates and Bias Reduction for Logistic Regression Model
... Attention has been directed in this work to determine the behaviour of the asymptotic estimation of parameters by two methods—MLE and bias reduction technique compared with the result of the information matrix. In fact ...
12
The Existence of Maximum Likelihood Estimates for the Binary Response Logistic Regression Model
... of maximum likelihood estimates for the binary response logistic regression model depends on the configuration of the data points in your data ...
16
Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors
... The new contribution of this paper is the Residual Iterative Conditional Fitting (RICF) algorithm for maximum likelihood estimation in BAP models. Software for computation of MLEs in structural equation ...
20
Generalized quasi maximum likelihood inference for periodic conditionally heteroskedastic models
... Abstract This paper establishes consistency and asymptotic normality of the generalized quasi-maximum likelihood estimate (GQM LE) for a general class of periodic condi- tionally heteroskedastic time series ...
45
Inference of reticulate evolutionary histories by maximum likelihood: the performance of information criteria
... Finally, we showed in this manuscript that if the improvement ratio in the likelihood score by adding a reti- culation edge is beyond e and √ n for AIC and BIC, respectively, then adding the reticulation edge ...
10
Chapter 7. Statistical Estimation 7.2: Maximum Likelihood Examples
... Solution Remember that we discussed that the sample mean might be a good estimate of θ. If we observed 20 events over 5 units of time, a good estimate for λ, the average number of events per unit of time, would be 20 5 = ...
5
Better Estimates of Genetic Covariance Matrices by “Bending” Using Penalized Maximum Likelihood
... on estimates of heritabilities and ...of estimates for the genetic covariance matrix, S G ...that estimates for the largest eigenvalues of a covariance matrix are biased upward and those for the ...
14