Many more complex models cannot be calculated directly, unlike linear regression, and must be estimated. A common method is maximum likelihood estimation. In this chapter we learn about the method and apply it to linear regression.

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Maximum Likelihood

  • Benjamin E. Schlegel

摘要

Many more complex models cannot be calculated directly, unlike linear regression, and must be estimated. A common method is maximum likelihood estimation. In this chapter we learn about the method and apply it to linear regression.