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Re: Maximum Likelihood Estimation

• To: mathgroup at christensen.cybernetics.net
• Subject: [mg1016] Re: Maximum Likelihood Estimation
• From: Bill Harbaugh <harbaugh at students.wisc.edu>
• Date: Wed, 10 May 1995 03:25:19 -0400
• Organization: University of Wisconsin, Madison

One approach is to write out the likelihood function and then do a grid 
search, assuming it is too nasty for analytic methods.  I am doing this 
at the moment, and can tell you that mma is very, very, very slow for 
this purpose.  My bet is that you would be much happier with a package 
designed for this purpose, such as Gauss. On the otherhand, the symbolic 
abilities of mma can be useful for some problems