maximum likelihood estimation

  1. D

    Finding confidence interval for Maximum Likelihood Estimation on a probit model

    I have reached a bit of an impasse in my work, and think I need some advice. I am trying to find the optimal set of parameters for my data in a probit model, which (according to literature) can be done through MLE. So ind this case the log-likelihood function is described as: And it consists...
  2. A

    Markov chain with covariates

    Hi everyone, My first post! :-) I apologize for how long it will be, but please bear with me. I am looking for help in a topic related to Markov chain modeling with covariates. I have a decent knowledge of the underlying theory, but not exactly how to implement some aspects of it in practical...