Least squares and maximum likelihood
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چکیده
منابع مشابه
" - a Comparison between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear
We consider a linear model with normally distributed but heteroscedastic errors. When the error variances are functionally related to the regression parameter, one can use either maximum likelihood or generalized least squares to estimate the regression parameter. We show that maximum likelihood is much more sensitive to small misspecifications in the functional relationship between the error v...
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The most frequent methods to analyze statistical data are the regression methods, whereby the maximum likelihood method or that of least squares. On the one hand, in the context of the longitudinal data or repeated measurements, these data are often unbalanced; on the other hand, their law of probability are not normal rending the passage to other models with other methods of estimate possible....
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The problem of parameter estimation of a single sinusoid with unknown offset in additive Gaussian noise is addressed. After deriving the linear prediction property of the noise-free signal, the maximum likelihood estimator for the frequency parameter is developed. The optimum estimator is relaxed according to the iterative quadratic maximum likelihood technique. The remaining parameters are the...
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In a linear model approach to the analysis of binary data, parameters of the model may be estimated by the method of maximum likelihood, or by weighted or unweighted least squares. The technique of generalized linear models permits maximum likelihood estimates of parameters to be obtained by iterative weighted least squares, with tests of significance based on analysis of deviance, a generaliza...
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This study is the part of our ongoing research on using ultra-wide band (UWB) technology for navigation at the Ohio State University. Our tests have indicated that the UWB two-way time-of-flight ranges under indoor circumstances follow a Gaussian mixture distribution that may be caused by the incompleteness of the functional model. In this case, to adjust the UWB network from the observed range...
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