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