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 ...

The LIK module computes the average log likelihood function. First, the average log likelihood function is computed using the default initial values: Z0=0 and VZ0= 10 6 I. The second call of module ...

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 ...

We use an expectation-maximization algorithm 11 to optimize the log-likelihood function, and show that it is equivalent to a three-dimensional projection-matching algorithm, where all experimental ...