Example 45.3: Probit Model with Likelihood function . The data, taken from Lee (1974), consist of patient characteristics and a variable indicating whether cancer remission occured. This example ...

Quasi-Likelihood Functions For binomial and Poisson distributions, the scale parameter has a value of 1. The variance of Y is for the binomial distribution and for the Poisson distribution.

For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

It is shown that this empirical likelihood ratio function can be used to construct confidence intervals for the sample mean, for a class of M-estimates that includes quantiles, and for differentiable ...

where log L(θ 1 =t ∣ θ̂ 2) is the value of the log likelihood obtained by fixing θ 1 at t and maximizing the likelihood function with respect to the elements of θ 2.Except for cases where t ...