An Analogy Permitting Maximum Likelihood Estimation by a Simple Modification of General Least Squares Algorithms

Abstract

The basis for a method of modifying general nonlinear least squares algorithms for maximum likelihood estimation is developed. The resultant algorithm provides a direct general approach to maximum likelihood estimation. Only the likelihood function for a single observation need be specified. Neither second partial derivatives nor weights are required. First partial derivatives may be obtained numerically and are used to compute the covariance matrix of the estimated parameters.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA046957

Entities

People

  • Louis D. Homer
  • R. Clifton Bailey

Organizations

  • Naval Medical Research Center

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Biomedical Research
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Conversion
  • Covariance
  • Estimators
  • Maryland
  • Maximum Likelihood Estimation
  • Navy
  • Normal Distribution
  • Observation
  • Procedures (Computers)
  • Security

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Regression Analysis.