By Joseph M. Hilbe,Andrew P. Robinson

Methods of Statistical version Estimation examines crucial and well known tools used to estimate parameters for statistical types and supply informative version precis records. Designed for R clients, the booklet is usually perfect for an individual desirous to greater comprehend the algorithms used for statistical version fitting.

The textual content offers algorithms for the estimation of numerous regression tactics utilizing greatest probability estimation, iteratively reweighted least squares regression, the EM set of rules, and MCMC sampling. totally constructed, operating R code is built for every approach. The e-book starts off with OLS regression and generalized linear versions, construction to two-parameter greatest probability types for either pooled and panel versions. It then covers a random results version predicted utilizing the EM set of rules and concludes with a Bayesian Poisson version utilizing Metropolis-Hastings sampling.

The book's insurance is cutting edge in different methods. First, the authors use executable machine code to give and fasten the theoretical content material. for that reason, code is written for readability of exposition instead of balance or pace of execution. moment, the booklet specializes in the functionality of statistical estimation and downplays algebraic niceties. In either senses, this publication is written for those that desire to healthy statistical versions and comprehend them.

See Professor Hilbe speak about the book.

Show description

Read Online or Download Methods of Statistical Model Estimation PDF

Best probability & statistics books

Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization (Stochastic Modelling and Applied Probability)

This available ebook goals to assemble in one quantity the necessities of stochastic networks. Stochastic networks became everyday as a easy version of many actual structures in a various diversity of fields. Written by way of prime authors within the box, this ebook is intended for use as a reference or supplementary examining by way of practitioners in operations examine, computers, communications networks, creation making plans, and logistics.

Problems in Probability (Problem Books in Mathematics)

For the 1st variants of the publication chance (GTM 95), each one bankruptcy incorporated a entire and various set of appropriate routines. whereas the paintings at the 3rd version used to be nonetheless in growth, it used to be made up our minds that it might be extra applicable to put up a separate ebook that might contain the entire routines from past editions, in addition to many new workouts.

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee studies the 3 preferred equipment (and their extensions) in utilized economics and different social sciences: matching, regression discontinuity, and distinction in ameliorations. This booklet introduces the underlying econometric and statistical principles, indicates what's pointed out and the way the pointed out parameters are predicted, and illustrates how they're utilized with actual empirical examples.

Using the R Commander: A Point-and-Click Interface for R (Chapman & Hall/CRC The R Series)

This publication offers a basic creation to the R Commander graphical person interface (GUI) to R for readers who're surprising with R. it really is appropriate to be used as a supplementary textual content in a simple or intermediate-level facts path. it isn't meant to interchange a uncomplicated or different statistics textual content yet really to counterpoint it, even though it does advertise sound statistical perform within the examples.

Extra info for Methods of Statistical Model Estimation

Example text

Download PDF sample

Rated 4.47 of 5 – based on 20 votes