For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

If you can write a sum of squares function that is minimized when the likelihood function is maximized, then you can use the MODEL procedure in SAS/ETS software. The NLP procedure in SAS/OR software ...

Quasi-Likelihood Functions For binomial and Poisson distributions, the scale parameter has a value of 1. The variance of Y is for the binomial distribution and for the Poisson distribution.

Koen Jochmans a, Taisuke Otsu b, Likelihood Corrections for Two-way Models, Annals of Economics and Statistics, No. 134 (June 2019), pp. 227-242 ...

Prediction models help determine likelihood of erectile function after treatment for prostate cancer. ScienceDaily. Retrieved June 2, 2025 from www.sciencedaily.com / releases / 2011 / 09 ...

Estimating value-at-risk (VAR) requires a precise forecast of the future risk structure. Many VAR estimation techniques impose ad hoc theoretical distributions. In GARCH frameworks, a wrong ...