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2 - Theory and Properties of Maximum Likelihood Estimators

from Part I - Concepts, Theory, and Implementation

Published online by Cambridge University Press:  15 November 2018

Michael D. Ward  and
John S. Ahlquist
Michael D. Ward
Affiliation:
Duke University, North Carolina
John S. Ahlquist
Affiliation:
University of California, San Diego
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Summary

Introduces the major theoretical tools and requirements for the MLE and derives the MLE's asymptotic consistency and normality. Defines the likelihood ratio and its uses.

Keywords

theorylikelihood functionlikelihood principleregularityscoreFisher informationconsistencymultivariate normalitylikelihood ratioWaldAICBIC
Type
Chapter
Information
Maximum Likelihood for Social Science
Strategies for Analysis
 , pp. 21 - 42
Publisher: Cambridge University Press
Print publication year: 2018

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