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Questions tagged [mle]

In statistics, maximum-likelihood estimation (MLE) is a method of estimating the parameters of a statistical model.

In statistics, maximum-likelihood estimation (MLE) is a method of estimating the parameters of a statistical model.

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Problem specifying arguments when using "optim" for MLE

I am trying to implement Maximum likelihood estimation for the following 2-parameter Beta-Poisson model Working through other solutions in StackOverflow I came to the conclusion - possibly incorrectly - that the "optim" function might be the best…
user2085797
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Maximum Likelihood Method for an ageing SIR model

I am trying to use MLE to fit an age structured, deterministic SIR style model for varicella to data. Independently the model runs fine and gives feasible results. This is being used as a more robust fit to data. But... I get an error code. var.data…
Lauren Adams
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Brute force method to find the maximum likelihood estimates

Using brute force method, I have to find the maximum likelihood estimates where: we have to vary µ from 5 to 15 and σ from 0.5 to 1.5, both in increments of 0.1 This is what I have so far: data = 8.453532, 10.025041,11.495339, 9.367600, 8.333229,…
Rasha
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How to use the stats4 package to compute the MLEs

I want to write an R-code to compute the MLEs of (µ; σ2; λ) try initial values λ = 0.5、.... I'm trying to run the following code in R, but I'm getting an error I'm not sure what part of the formula is incorrect. Any help would be greatly…
user367987
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Binary Logistic Regression with BFGS using package maxLik

I tried binary logistic regression with BFGS using maxlik, but i have included the feature as per the syntax i attached below, but the result is, but i get output like this Maximum Likelihood estimation BFGS maximization, 0 iterations *Return code…
james hotniel
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Error in estimating variables using MLE in MATLAB using custom distribution

i have generated data using some other code and that is perfectly fine the below written code is for estimating and i am getting error as Check for incorrect argument data type or missing argument in call to function 'matlabFunction'. Error in…
Mayank Aggarwal
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MLE in python for 2 parameters

I have a data set X which i need to use to maximise the parameters by MLE. I have the log likelihood function def llh(alpha, beta): a = [0]*999 for i in range(1, 1000): a[i-1] = (-0.5)*(((1/beta)*(X[i]-np.sin((alpha)*X[i-1])))**2) return…
hello
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error in a regression model using maximum likelihood

I'm trying to fit my data to a regression model as follows : y=betaMu+betaA*Xa+betaD*Xd+si where si is an error term with a normal distribution. I wrote the code below, where phen[,2] is data for y , data.xa[,1] is Xa and data.xd[,1] is…
pegahT
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Why my glm logit estimation is very biased?

I am doing some simulation work. I first used logit to get the probability of treatment for each observation, then use rbniom() to generate the binary treatment variable. With treatment variable observed, I used glm with logit link to estimate the…
caden Hong
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Why doesn't "beta.fit" come out right?

import numpy as np import matplotlib.pyplot as plt from scipy import stats observed = [0.294, 0.2955, 0.235, 0.2536, 0.2423, 0.2844, 0.2099, 0.2355, 0.2946, 0.3388, 0.2202, 0.2523, 0.2209, 0.2707, 0.1885, 0.2414, 0.2846, 0.328, 0.2265, 0.2563,…
abraxas
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For loop and storing results values from an iteration algorithm

H, i am a beginner in R and I have problems dealing with for loops. What I am trying to do is store 25 values of tau, b0 and b1. In order to find b1 we have to find the lowest value of Out function in the code ( b1 should be close to the value 1 )…
Murad
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Maximum likelihood estimation in R non-numeric argument error

This is my likelihood function for the negative binomial distribution. What am I doing wrong to get this error? Error in k + z : non-numeric argument to binary operator R code
user3100585
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Maximum Likelihood Estimation - Comparing two distributions

I have an exercise, where I am given 5 data points: x1 = 10, x2 = 7, x3 = 1, x4 = 15, x5 = 8 generated independently. For the first part, I am told that they follow a Poisson distribution, of parameter theta and I am asked to find the maximum…
Eman Yalpsid
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How to make this R code (for loop) more efficient?

I am doing a simulation study and I wrote the following R code. Is there anyway to write this code without using two for loop, or make it more efficient (run faster)? S = 10000 n = 100 v = c(5,10,50,100) beta0.mle = matrix(NA,S,length(v)) #creating…
Tylar
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Statistics: Maximum Likelihood and Method of Moments

I am trying to find the maximum likelihood estimators and the method of moments of the following: g(x;w;s) = pdf = 1/we^((-x-s)/(w)), for x > s For finding the MEE of s and w, I know I have to solve the following two functions: (1) xbar = mu (2)…
mapleleaf
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