Thank you so much,

Rui Gonçalves

- Thread starter rjasg
- Start date

Thank you so much,

Rui Gonçalves

The true values are the ones used in the simulation and are those I am trying to estimate for testing. What I noticed is that for values close but not equal to the true ones the ML function has higher values. The difference is small so it can be a numerical problem but nevertheless it poses a problem in the estimation.

Maximum likelihood estimation is an estimation method. As with pretty much all parameter estimation methods one would never expect to perfectly estimate the parameter. There is always variation in the data.

Thanks Dason for the help.