[R] Maximum likelihood estimation of Regression parameters

From: Bart Joosen <bartjoosen_at_hotmail.com>
Date: Sat 10 Jun 2006 - 18:06:35 EST


I want to use Maximum likelihood to estimate the parameters from my regression line. I have purchased the book "Applied linear statistical models" from Neter, Kutner, nachtsheim & Wasserman, and in one of the first chapters, they use maximum likelihood to estimate the parameters. Now I want to tried it for my self, but couldn't find the right function. In the book, they give a fixed variance to work with, but I couldn't find a function where I can estimate the predictor and where I have to give the variance. Or isn't this neccesairy?
Also they calculate likelihood values for the different values, used to estimate the parameters (like a normal probability curve), is it possible to do this with R?

Kind regards


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