Re: [R] Maximum likelihood estimation of Regression parameters
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]; r-help@stat.math.ethz.ch 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]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
[R] Maximum likelihood estimation of Regression parameters
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]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Maximum likelihood estimation of Regression parameters
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]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html -- 此致 敬礼！ 华孝挺 Kenneth Hua 浙江大学核农所 杭州，中国 310029 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
