Maximum Likelihood Analysis of a General Latent Variable Model with Hierarchically Mixed Data
β Scribed by Sik-Yum Lee; Xin-Yuan Song
- Book ID
- 110725201
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 258 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0006-341X
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π SIMILAR VOLUMES
## Abstract Recently, Fridman and Harris proposed a method which allows one to approximate the likelihood of the basic stochastic volatility model. They also propose to estimate the parameters of such a model maximising the approximate likelihood by an algorithm which makes use of numerical derivat
The main statistical packages for analysing linear models in categorical data either permit a wide application of the weighted least-squares methodology or conΓΏne the application of the maximumlikelihood approach to speciΓΏc forms of these models. In this work, the likelihood equations for the genera