Pseudo Maximum Likelihood Estimation: Theory and Applications

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ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Pseudo Maximum Likelihood Estimation: Theory and Applications by : Gail G. Hannon

Download or read book Pseudo Maximum Likelihood Estimation: Theory and Applications written by Gail G. Hannon and published by . This book was released on 1978 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pseudo maximum likelihood estimation easily extends to k parameter models, and is of interest in problems in which the likelihood surface is ill-behaved in higher dimensions but well-behaved in lower dimensions. Several signal plus noise or convolution models are examined which exhibit such behavior and satisfy the regularity conditions of the asymptotic theory. For specific models, a numerical comparison of asymptotic variances suggests that a psuedo maximum likelihood estimate of the signal parameter is uniformly more efficient than estimators that have been advanced by previous authors. A number of other potential applications are noted.

Maximum Likelihood Estimation for Sample Surveys

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Publisher : CRC Press
ISBN 13 : 1420011359
Total Pages : 374 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Maximum Likelihood Estimation for Sample Surveys by : Raymond L. Chambers

Download or read book Maximum Likelihood Estimation for Sample Surveys written by Raymond L. Chambers and published by CRC Press. This book was released on 2012-05-02 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likelihood methods. The methods used to select samples often result in the sample differing in important ways from the target population and standard application of likelihood methods can lead to

Pseudo Maximum Likelihood Estimation of Binary Choice Models

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Publisher :
ISBN 13 :
Total Pages : 6 pages
Book Rating : 4.:/5 (28 download)

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Book Synopsis Pseudo Maximum Likelihood Estimation of Binary Choice Models by : Da-Hsiang Donald Lien

Download or read book Pseudo Maximum Likelihood Estimation of Binary Choice Models written by Da-Hsiang Donald Lien and published by . This book was released on 1989 with total page 6 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Pseudo-maximum Likelihood Estimation

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Publisher :
ISBN 13 :
Total Pages : 222 pages
Book Rating : 4.:/5 (248 download)

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Book Synopsis Pseudo-maximum Likelihood Estimation by : Judith S. Cooper

Download or read book Pseudo-maximum Likelihood Estimation written by Judith S. Cooper and published by . This book was released on 1990 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Analysis of Survey Data

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Publisher : John Wiley & Sons
ISBN 13 : 0470864397
Total Pages : 398 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Analysis of Survey Data by : R. L. Chambers

Download or read book Analysis of Survey Data written by R. L. Chambers and published by John Wiley & Sons. This book was released on 2003-08-01 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with statistical methods for the analysis of data collected from a survey. A survey could consist of data collected from a questionnaire or from measurements, such as those taken as part of a quality control process. Concerned with the statistical methods for the analysis of sample survey data, this book will update and extend the successful book edited by Skinner, Holt and Smith on 'Analysis of Complex Surveys'. The focus will be on methodological issues, which arise when applying statistical methods to sample survey data and will discuss in detail the impact of complex sampling schemes. Further issues, such as how to deal with missing data and measurement of error will also be critically discussed. There have significant improvements in statistical software which implement complex sampling schemes (eg SUDAAN, STATA, WESVAR, PC CARP ) in the last decade and there is greater need for practical advice for those analysing survey data. To ensure a broad audience, the statistical theory will be made accessible through the use of practical examples. This book will be accessible to a broad audience of statisticians but will primarily be of interest to practitioners analysing survey data. Increased awareness by social scientists of the variety of powerful statistical methods will make this book a useful reference.

Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions

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Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions by : Stephen G. Donald

Download or read book Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions written by Stephen G. Donald and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Pseudo Maximum Likelihood Estimation for Differential Equations

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Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (716 download)

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Book Synopsis Pseudo Maximum Likelihood Estimation for Differential Equations by : Nadia Lalam

Download or read book Pseudo Maximum Likelihood Estimation for Differential Equations written by Nadia Lalam and published by . This book was released on 2006 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Second Order Pseudo-maximum Likelihood Estimation and Conditional Variance Misspecification

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Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis Second Order Pseudo-maximum Likelihood Estimation and Conditional Variance Misspecification by : Bernard Lejeune

Download or read book Second Order Pseudo-maximum Likelihood Estimation and Conditional Variance Misspecification written by Bernard Lejeune and published by . This book was released on 1997 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Whittle Pseudo-maximum Likelihood Estimation for Nonstationary Time Series

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Publisher :
ISBN 13 :
Total Pages : 31 pages
Book Rating : 4.:/5 (247 download)

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Book Synopsis Whittle Pseudo-maximum Likelihood Estimation for Nonstationary Time Series by : Carlos Velasco

Download or read book Whittle Pseudo-maximum Likelihood Estimation for Nonstationary Time Series written by Carlos Velasco and published by . This book was released on 2000 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)

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Book Synopsis Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model by : Emma Iglesias

Download or read book Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model written by Emma Iglesias and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Discussion Paper 91-27. Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Discussion Paper 91-27. Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions by : University of British Columbia. Department of Economics

Download or read book Discussion Paper 91-27. Piecewise Pseudo-maximum Likelihood Estimation in Empirical Models of Auctions written by University of British Columbia. Department of Economics and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Statistical Analysis of Doubly Truncated Data

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Publisher : John Wiley & Sons
ISBN 13 : 1119951372
Total Pages : 196 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis The Statistical Analysis of Doubly Truncated Data by : Jacobo de Uña-Álvarez

Download or read book The Statistical Analysis of Doubly Truncated Data written by Jacobo de Uña-Álvarez and published by John Wiley & Sons. This book was released on 2021-11-22 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: A thorough treatment of the statistical methods used to analyze doubly truncated data In The Statistical Analysis of Doubly Truncated Data, an expert team of statisticians delivers an up-to-date review of existing methods used to deal with randomly truncated data, with a focus on the challenging problem of random double truncation. The authors comprehensively introduce doubly truncated data before moving on to discussions of the latest developments in the field. The book offers readers examples with R code along with real data from astronomy, engineering, and the biomedical sciences to illustrate and highlight the methods described within. Linear regression models for doubly truncated responses are provided and the influence of the bandwidth in the performance of kernel-type estimators, as well as guidelines for the selection of the smoothing parameter, are explored. Fully nonparametric and semiparametric estimators are explored and illustrated with real data. R code for reproducing the data examples is also provided. The book also offers: A thorough introduction to the existing methods that deal with randomly truncated data Comprehensive explorations of linear regression models for doubly truncated responses Practical discussions of the influence of bandwidth in the performance of kernel-type estimators and guidelines for the selection of the smoothing parameter In-depth examinations of nonparametric and semiparametric estimators Perfect for statistical professionals with some background in mathematical statistics, biostatisticians, and mathematicians with an interest in survival analysis and epidemiology, The Statistical Analysis of Doubly Truncated Data is also an invaluable addition to the libraries of biomedical scientists and practitioners, as well as postgraduate students studying survival analysis.

Large Sample Theory for Pseudo-maximum Likelihood Estimates in Semiparametric Models

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ISBN 13 :
Total Pages : 400 pages
Book Rating : 4.:/5 (43 download)

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Book Synopsis Large Sample Theory for Pseudo-maximum Likelihood Estimates in Semiparametric Models by : Huilin Hu

Download or read book Large Sample Theory for Pseudo-maximum Likelihood Estimates in Semiparametric Models written by Huilin Hu and published by . This book was released on 1998 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation with Stata

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ISBN 13 :
Total Pages : 324 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Maximum Likelihood Estimation with Stata by : William Gould

Download or read book Maximum Likelihood Estimation with Stata written by William Gould and published by . This book was released on 2003 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Maximum Likelihood Estimation and Inference

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Publisher : John Wiley & Sons
ISBN 13 : 1119977711
Total Pages : 286 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Maximum Likelihood Estimation and Inference by : Russell B. Millar

Download or read book Maximum Likelihood Estimation and Inference written by Russell B. Millar and published by John Wiley & Sons. This book was released on 2011-07-26 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.

Foundations Of Modern Econometrics: A Unified Approach

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Publisher : World Scientific
ISBN 13 : 9811220204
Total Pages : 523 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Foundations Of Modern Econometrics: A Unified Approach by : Yongmiao Hong

Download or read book Foundations Of Modern Econometrics: A Unified Approach written by Yongmiao Hong and published by World Scientific. This book was released on 2020-07-13 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research. Econometrics is statistical analysis of economic and financial data. In the past four decades or so, economics has witnessed a so-called 'empirical revolution' in its research paradigm, and as the main methodology in empirical studies in economics, econometrics has been playing an important role. It has become an indispensable part of training in modern economics, business and management.This book develops a coherent set of econometric theory, methods and tools for economic models. It is written as a textbook for graduate students in economics, business, management, statistics, applied mathematics, and related fields. It can also be used as a reference book on econometric theory by scholars who may be interested in both theoretical and applied econometrics.

Maximum Likelihood Estimation of Misspecified Models

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Publisher : Elsevier
ISBN 13 : 0762310758
Total Pages : 266 pages
Book Rating : 4.7/5 (623 download)

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Book Synopsis Maximum Likelihood Estimation of Misspecified Models by : T. Fomby

Download or read book Maximum Likelihood Estimation of Misspecified Models written by T. Fomby and published by Elsevier. This book was released on 2003-12-12 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comparative study of pure and pretest estimators for a possibly misspecified two-way error component model / Badi H. Baltagi, Georges Bresson, Alain Pirotte -- Estimation, inference, and specification testing for possibly misspecified quantile regression / Tae-Hwan Kim, Halbert White -- Quasimaximum likelihood estimation with bounded symmetric errors / Douglas Miller, James Eales, Paul Preckel -- Consistent quasi-maximum likelihood estimation with limited information / Douglas Miller, Sang-Hak Lee -- An examination of the sign and volatility switching arch models under alternative distributional assumptions / Mohamed F. Omran, Florin Avram -- estimating a linear exponential density when the weighting matrix and mean parameter vector are functionally related / Chor-yiu Sin -- Testing in GMM models without truncation / Timothy J. Vogelsang -- Bayesian analysis of misspecified models with fixed effects / Tiemen Woutersen -- Tests of common deterministic trend slopes applied to quarterly global temperature data / Thomas B. Fomby, Timothy J. Vogelsang -- The sandwich estimate of variance / James W. Hardin -- Test statistics and critical values in selectivity models / R. Carter Hill, Lee C. Adkins, Keith A. Bender -- Introduction / Thomas B Fomby, R. Carter Hill.