The GENMOD procedure fits a generalized linear model to the data by maximum likelihood estimation of the parameter vector .There is, in general, no closed form solution for the maximum likelihood ...
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 ...
and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...
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