I'm working with lm for some time, so I know the function. The problem was that I purchased the book to learn more about linear models and couldn't find the equivalent for the maximum likelihood in R, I used lm, mle, and a few others, but it never allow you to set a variance parameter. But after reading some further, I should be aware of posting to quick, sorry for that.
I have read the Practical regression and anova in R by Faraway some month ago, and I know that the Venable and Ripley book should be the one to buy, but I think I can't find it for about 10$ as I did with the "Applied linear statistical models". As I'm not in the position to spend a lot of money an buying books, I should do my work with the contributed documents, and the "wrong" book. Thanks for your help and time both of you Bart ----- Original Message ----- From: "Spencer Graves" <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Cc: "Bart Joosen" <[EMAIL PROTECTED]>; <[email protected]> Sent: Sunday, June 11, 2006 5:20 PM Subject: Re: [R] Maximum likelihood estimation of Regression parameters > Have you looked at "lm"? I think that's what you want. > > Also, have you reviewed the "Documentation" list at > "www.r-project.org"? Neter, Kutner, nachtsheim & Wasserman has had a > long and successful run having first appeared in 1974 and having gone > through several editions since then. However, it apparently has not > kept up with the R revolution, and I would not recommend it today. > > Beyond this, if you don't have Venables and Ripley (2002) Modern > Applied Statistics with S (Springer), I recommend you look at it first. > It has numerous index entries on "regression" and is all around my > favorite book on R generally. > > Also, have you checked the "Documentation" briefly outlined at > 'www.r-project.org', including the "Contributed Documentation" on CRAN, > and "Practical Regression and Anova using R" by Faraway in particular? > > hope this helps. > Spencer Graves > > Xiaoting Hua wrote: > > mle(stats4) Maximum Likelihood Estimation > > > > is it list above what you want? > > > > On 6/10/06, Bart Joosen <[EMAIL PROTECTED]> wrote: > >> Hi, > >> > >> I want to use Maximum likelihood to estimate the parameters from my > >> regression line. > >> I have purchased the book "Applied linear statistical models" from > >> Neter, Kutner, nachtsheim & Wasserman, and in one of the first > >> chapters, they use maximum likelihood to estimate the parameters. > >> Now I want to tried it for my self, but couldn't find the right function. > >> In the book, they give a fixed variance to work with, but I couldn't > >> find a function where I can estimate the predictor and where I have to > >> give the variance. > >> Or isn't this neccesairy? > >> Also they calculate likelihood values for the different values, used > >> to estimate the parameters (like a normal probability curve), is it > >> possible to do this with R? > >> > >> Kind regards > >> > >> Bart > >> [[alternative HTML version deleted]] > >> > >> ______________________________________________ > >> [email protected] mailing list > >> https://stat.ethz.ch/mailman/listinfo/r-help > >> PLEASE do read the posting guide! > >> http://www.R-project.org/posting-guide.html > >> > > > > > > > > ------------------------------------------------------------------------ > > > > ______________________________________________ > > [email protected] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
