Tag: maximum-likelihood

67 Maximum Likelihood Estimation (MLE) in layman terms 2014-08-19T12:46:29.950

58 What is "restricted maximum likelihood" and when should it be used? 2013-01-28T08:05:17.363

55 Examples where method of moments can beat maximum likelihood in small samples? 2013-12-22T23:30:07.553

46 What is the difference between a partial likelihood, profile likelihood and marginal likelihood? 2010-07-26T09:12:21.093

44 Advanced statistics books recommendation 2012-07-27T16:15:18.070

42 Intuition behind why Stein's paradox only applies in dimensions $\ge 3$ 2011-07-26T08:54:45.653

41 Are all models useless? Is any exact model possible -- or useful? 2015-04-02T00:59:47.333

39 What does the inverse of covariance matrix say about data? (Intuitively) 2013-10-22T12:00:53.823

36 Why does glmer not achieve the maximum likelihood (as verified by applying further generic optimization)? 2014-05-26T02:20:00.507

35 Basic question about Fisher Information matrix and relationship to Hessian and standard errors 2013-08-22T15:16:30.597

33 What is the difference in Bayesian estimate and maximum likelihood estimate? 2013-10-29T23:15:00.087

29 Maximum likelihood method vs. least squares method 2015-03-27T14:54:51.613

27 What are some illustrative applications of empirical likelihood? 2012-06-25T05:20:37.380

25 Maximum likelihood estimators for a truncated distribution 2013-01-30T16:10:00.037

25 I am wondering why we use negative (log) likelihood sometimes? 2015-03-10T05:05:58.807

23 Maximum Likelihood Estimation -- why it is used despite being biased in many cases 2015-11-22T16:20:21.260

22 Intuitive reasoning behind biased maximum likelihood estimators 2014-03-04T22:51:59.517

21 When should I *not* use R's nlm function for MLE? 2011-04-14T00:40:22.830

21 Is there always a maximizer for any MLE problem? 2011-10-09T23:31:48.360

20 How to ensure properties of covariance matrix when fitting multivariate normal model using maximum likelihood? 2011-05-30T14:18:25.663

19 Is unbiased maximum likelihood estimator always the best unbiased estimator? 2016-04-30T20:13:20.580

19 Likelihood - Why multiply? 2016-05-10T16:07:50.910

18 What is the 'fundamental' idea of machine learning for estimating parameters? 2010-07-28T11:31:59.857

18 Using lmer for prediction 2010-11-04T03:08:14.567

18 What are the disadvantages of the profile likelihood? 2011-04-22T07:01:16.563

18 Which distributions have closed-form solutions for maximum likelihood estimation? 2012-07-11T13:52:50.067

18 Estimating parameters of Student's t-distribution 2013-07-08T13:21:52.503

18 Why maximum likelihood and not expected likelihood? 2014-04-01T06:39:20.780

18 Is there an example where MLE produces a biased estimate of the mean? 2016-12-17T19:33:01.103

17 In R, given an output from optim with a hessian matrix, how to calculate parameter confidence intervals using the hessian matrix? 2012-04-24T14:24:28.443

17 Weibull distribution parameters $k$ and $c$ for wind speed data 2013-05-31T11:09:02.613

17 What is meant by the standard error of a maximum likelihood estimate? 2014-03-02T19:55:13.633

17 An impossible estimation problem? 2015-09-21T09:29:07.170

16 Full information maximum likelihood for missing data in R 2013-02-28T01:56:36.737

16 Why is maximum likelihood estimation considered to be a frequentist technique 2015-11-05T22:39:32.003

16 When do maximum likelihood and method of moments produce the same estimators? 2017-02-17T18:12:24.190

15 MLE vs least squares in fitting probability distributions 2012-03-28T01:44:40.197

15 How to do estimation, when only summary statistics are available? 2012-09-21T06:58:36.893

15 Idea and intuition behind quasi maximum likelihood estimation (QMLE) 2015-12-05T11:06:36.100

14 Why should we discuss convergence behaviors of different estimators in different topologies? 2012-02-07T16:06:25.120

14 Finding the MLE for a univariate exponential Hawkes process 2012-03-15T10:11:02.130

14 Observed information matrix is a consistent estimator of the expected information matrix? 2012-11-14T17:32:59.013

14 Can we use MLE to estimate Neural Network weights? 2015-04-11T19:09:30.590

14 simulating random samples with a given MLE 2016-11-01T09:41:00.227

14 For what models does the bias of MLE fall faster than the variance? 2017-01-18T08:08:37.047

13 Can the empirical Hessian of an M-estimator be indefinite? 2011-02-16T19:52:33.287

13 Hessian of profile likelihood used for standard error estimation 2011-08-24T12:59:41.197

13 Calculating likelihood from RMSE 2011-10-04T23:40:09.607

13 Properties of logistic regressions 2011-10-05T08:12:59.083

13 AIC/BIC: how many parameters does a permutation count for? 2013-01-30T01:15:07.707

13 MLE of the location parameter in a Cauchy distribution 2014-05-16T15:25:44.060

13 Why does one have to use REML (instead of ML) for choosing among nested var-covar models? 2014-05-24T05:04:09.827

13 Why exactly is the observed Fisher information used? 2015-05-30T13:05:31.793

13 Restricted maximum likelihood with less than full column rank of $X$ 2016-03-23T12:03:15.963

12 Does MLE require i.i.d. data? Or just independent parameters? 2012-05-26T10:37:06.803

12 Ratio of probabilities vs ratio of PDFs 2014-01-03T14:54:51.857

12 Maximum likelihood estimator of joint distribution given only marginal counts 2014-11-29T08:33:35.027

12 How to derive the likelihood function for binomial distribution for parameter estimation? 2015-11-10T12:00:18.117

12 Cross-Entropy or Log Likelihood in Output layer 2016-02-23T05:37:03.497

12 Is frequentist conditional inference still being used in practice? 2016-07-20T04:43:20.633

12 Do we ever use maximum likelihood estimation? 2017-03-14T15:03:54.463

11 How do I know which method of parameter estimation to choose? 2011-01-28T06:12:21.280

11 If you use a point estimate that maximizes $P(x | \theta)$, what does that say about your philosophy? (frequentist or Bayesian or something else?) 2012-06-26T11:38:48.847

11 Fitting t-distribution in R: scaling parameter 2012-12-12T19:49:18.033

11 Integrating kernel density estimator in 2D 2013-07-05T13:48:45.157

11 Does MLE always mean we know the underlying PDF of our data, and does EM mean we don't? 2013-12-17T15:41:59.553

11 Geometric interpretation of the maximum likelihood estimation 2014-01-31T17:35:26.770

11 Calculate log-likelihood "by hand" for generalized nonlinear least squares regression (nlme) 2014-02-11T23:01:33.780

11 Which one is better maximum likelihood or marginal likelihood and why? 2015-01-13T16:35:08.967

11 Linear regression: any non-normal distribution giving identity of OLS and MLE? 2015-09-22T10:20:09.547

11 Is ANOVA relying on the method of moments and not on the maximum likelihood? 2015-12-23T18:14:58.587

11 When does maximum likelihood work and when it doesn't? 2016-02-28T16:18:29.380

11 Is MLE estimation asymptotically normal & efficient even if the model is not true? 2017-01-03T13:35:11.940

10 The trinity of tests in maximum likelihood: what to do when faced with contradicting conclusions? 2010-07-20T23:28:49.693

10 How much calculus is necessary to understand maximum likelihood estimation? 2013-02-07T21:32:15.440

10 Seeking a Theoretical Understanding of Firth Logistic Regression 2014-03-04T16:40:49.537

10 Deriving likelihood function for IV-probit 2015-05-18T21:00:41.483

10 What makes mean square error so good? 2017-04-19T19:47:03.637

9 How large should a sample be for a given estimation technique and parameters? 2010-07-20T11:43:25.013

9 A good book with equal stress on theory and math 2011-10-18T12:25:00.973

9 Bayesian, MDL or ML interpretation of cross-validation? 2012-06-13T14:18:31.137

9 Hypothesis testing on the inverse covariance matrix 2012-06-18T04:19:31.103

9 How do you use the EM algorithm to calculate MLEs for a latent variable formulation of a zero inflated Poisson model? 2012-07-11T20:29:01.747

9 Maximum Likelihood estimator - confidence interval 2013-08-29T21:59:19.957

9 General theorems for consistency and asymptotic normality of maximum likelihood 2013-08-31T18:13:38.007

9 Modelling for soccer scores 2013-10-09T11:56:48.657

9 Comparing maximum likelihood estimation (MLE) and Bayes' Theorem 2013-10-22T06:38:49.637

9 LogLikelihood Parameter Estimation for Linear Gaussian Kalman Filter 2014-02-06T15:45:35.457

9 What are the regularity conditions for Likelihood Ratio test 2014-06-07T13:03:30.517

9 Exponential Family: Observed vs. Expected Sufficient Statistics 2014-08-13T19:02:16.693

9 What is the maximum likelihood estimate of the covariance of bivariate normal data when mean and variance are known? 2014-08-14T23:30:18.773

9 REML or ML to compare two mixed effects models with differing fixed effects, but with the same random effect? 2014-09-25T16:12:55.980

9 Maximum likelihood estimator for minimum of exponential distributions 2014-11-17T20:40:12.967

9 Is a Bayesian estimate with a "flat prior" the same as a maximum likelihood estimate? 2015-03-03T18:16:13.363

9 Why does Restricted maximum likelihood yield a better (unbiased) estimate of the variance? 2015-05-10T14:44:47.263

9 When can't frequentist sampling distribution be interpreted as Bayesian posterior in regression settings? 2015-11-22T01:54:43.720

9 Is there any real statistics behind "the Pythagorean theorem of baseball"? 2016-01-24T03:53:49.810

9 Help in Expectation Maximization from paper :how to include prior distribution? 2016-03-08T17:38:19.830

9 What is the Method of Moments and how is it different from MLE? 2016-12-22T20:40:00.310