On Thu, 29 May 2003 16:42:22 -0700, "David Heiser" <[EMAIL PROTECTED]> wrote: [ snip, much]
> A. W. F. Edwards put together an interesting little book "Likelihood" > (1972) that rather simply goes into the philosophic problems of "Maximum > Likelihood" versus "Least Squares" I've owned a copy of Edwards for decades, I've tried to read it, and I don't think you have that right. I've never heard that before, a suggestion that Edwards was *at all* about likelihood versus least-squares. I certainly don't read it that way. What I read is more like what is suggested by the review/overview that I find at Amazon.com -- "Dr Edwards' stimulating and provocative book advances the thesis that the appropriate axiomatic basis for inductive inference is not that of probability, with its addition axiom, but rather likelihood - the concept introduced by Fisher as a measure of relative support amongst different hypotheses." In my personal, crude analogy, I think of it as being a contrast between inference based on the cumulative tail-probability [ probability] versus inference based on the ordinate of the curve [likelihood]. > In essence, "the twain shall not meet". - not a germane statement, as I can read it - > Fisher was bothered by the "Maximum Likelihood" method, because the p value > did not follow all the laws of probability. - possibly - > Nevertheless, "Maximum > Likelihood" is the method of research where data covariance structures are > built and compared to theoretical models. - Not relevant to the thesis of Edwards. As I commented on 5/29, folks have learned to frame some problems in ML terms, and they have developed relevant computer programming algorithms. (Is it true that *all* the Structural models programs are ML?) > Maximum likelihood also is the > basis for data imputation methods. But all us simple statisticians just go > ahead with least squares and are happy with the results. > I thought a whole lot of imputation insisted on preserving *means* -- which, I thought, should imply least-squares. Regardless, I don't remember people arguing about imputation for reasons that were theoretical, rather than pragmatic. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
