[R] Maximum likelihood estimation of Regression parameters

[Bart Joosen]

I'm working with lm for some time, so I know the function.
The problem was that I purchased the book to learn more about linear models
and couldn't find the equivalent for the maximum likelihood in R, I used lm,
mle, and a few others, but it never allow you to set a variance parameter.
But after reading some further, I should be aware of posting to quick, sorry
for that.

I have read the Practical regression and anova in R by Faraway some month
ago, and I know that the Venable and Ripley book should be the one to buy,
but I think I can't find it for about 10$ as I did with the "Applied linear
statistical models".

As I'm not in the position to spend a lot of money an buying books, I should
do my work with the contributed documents, and the "wrong" book.

Thanks for your help and time both of you

Bart

----- Original Message -----
From: "Spencer Graves" <spencer.graves at pdf.com>
To: <xthua111 at zju.edu.cn>
Cc: "Bart Joosen" <bartjoosen at hotmail.com>; <r-help at stat.math.ethz.ch>
Sent: Sunday, June 11, 2006 5:20 PM
Subject: Re: [R] Maximum likelihood estimation of Regression parameters


>   Have you looked at "lm"?  I think that's what you want.
>
>   Also, have you reviewed the "Documentation" list at
> "www.r-project.org"?  Neter, Kutner, nachtsheim & Wasserman has had a
> long and successful run having first appeared in 1974 and having gone
> through several editions since then.  However, it apparently has not
> kept up with the R revolution, and I would not recommend it today.
>
>   Beyond this, if you don't have Venables and Ripley (2002) Modern
> Applied Statistics with S (Springer), I recommend you look at it first.
>   It has numerous index entries on "regression" and is all around my
> favorite book on R generally.
>
>   Also, have you checked the "Documentation" briefly outlined at
> 'www.r-project.org', including the "Contributed Documentation" on CRAN,
> and "Practical Regression and Anova using R" by Faraway in particular?
>
>   hope this helps.
>   Spencer Graves
>
> Xiaoting Hua wrote:
> > mle(stats4)                Maximum Likelihood Estimation
> >
> > is it list above what you want?
> >
> > On 6/10/06, Bart Joosen <bartjoosen at hotmail.com> wrote:
> >> Hi,
> >>
> >> 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
> >>
> >> Bart
> >>        [[alternative HTML version deleted]]
> >>
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