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9780803941076 Academic Inspection Copy

Maximum Likelihood Estimation

Logic and Practice
  • ISBN-13: 9780803941076
  • Publisher: SAGE PUBLICATIONS INC
    Imprint: SAGE PUBLICATIONS INC
  • By Scott R. Eliason
  • Price: AUD $103.00
  • Stock: 0 in stock
  • Availability: This book is temporarily out of stock, order will be despatched as soon as fresh stock is received.
  • Local release date: 09/08/1993
  • Format: Paperback (215.00mm X 139.00mm) 96 pages Weight: 110g
  • Categories: Social research & statistics [JHBC]
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In this volume the underlying logic and practice of maximum likelihood (ML) estimation is made clear by providing a general modelling framework that utilizes the tools of ML methods. This framework offers readers a flexible modelling strategy since it accommodates cases from the simplest linear models to the most complex nonlinear models that link a system of endogenous and exogenous variables with non-normal distributions. Using examples to illustrate the techniques of finding ML estimators and estimates, Eliason discusses: what properties are desirable in an estimator; basic techniques for finding ML solutions; the general form of the covariance matrix for ML estimates; the sampling distribution of ML estimators; the application of ML in the normal distribution as well as in other useful distributions; and some helpful illustrations of likelihoods.
RESEARCH AND TEACHING INTERESTS Quantitative Methodology and Statistics; Sociology of Work, Occupations, and Labor Markets; Economic Sociology; Stratification; Life Course
Introduction The Logic of Maximum Likelihood A General Modeling Framework Using Maximum Likelihood Methods An Introduction to Basic Estimation Techniques Further Empirical Examples Additional Likelihoods Conclusions
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