Hi Abderrahim, I find this book particularly helpful: http://www.meb.ki.se/~yudpaw/likelihood/likelihood-index.htm
Shige On Fri, Oct 1, 2010 at 12:15 PM, abderrahim youssef <abderrahim1...@googlemail.com> wrote: > Dear R help list, > > I am desperately looking for any reference explaining by examples how to > write R codes in order to fit the parameters of a given model using maximum > likelihood or any other criteria function. I know the general structure: > First write a code for the maximum likelihood function and afterwards write > a code to maximize it using optim and then invert the Hessian to get the > standard errors and p-values. What I want is to find a document which > gives in detail the R code to do so for some given examples such as > linear mixed effect models, survival analysis etc ... where the likelihood > has a closed form and when it doesn't have a closed form ... I will then > follow the same structure to fit my own model. > > Best wishes, > > Abderrahim > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
