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 ...

These are not computed for GEE models, since there is no likelihood for this type of model. Suppose that the parameter vector is and that you want a confidence interval for .The profile likelihood ...

WILLIAM H. GREENE, Simulated Likelihood Estimation of the Normal-Gamma Stochastic Frontier Function, Journal of Productivity Analysis, Vol. 19, No. 2/3 (April, 2003), ... However, several attempts to ...

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 ...

A likelihood function for the frequency of the A1 allele when 2 A1 alleles are observed in a sample of 10 alleles. The vertical dashed line is drawn through the maximum value of the likelihood ...