Hilbe / Robinson Methods of Statistical Model Estimation

1. Auflage 2013
ISBN: 978-1-4398-5803-5
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 255 Seiten

Methods of Statistical Model Estimation examines the most important and popular methods used to estimate parameters for statistical models and provide informative model summary statistics. Designed for R users, the book is also ideal for anyone wanting to better understand the algorithms used for statistical model fitting.
The text presents algorithms for the estimation of a variety of regression procedures using maximum likelihood estimation, iteratively reweighted least squares regression, the EM algorithm, and MCMC sampling. Fully developed, working R code is constructed for each method. The book starts with OLS regression and generalized linear models, building to two-parameter maximum likelihood models for both pooled and panel models. It then covers a random effects model estimated using the EM algorithm and concludes with a Bayesian Poisson model using Metropolis-Hastings sampling.
The book's coverage is innovative in several ways. First, the authors use executable computer code to present and connect the theoretical content. Therefore, code is written for clarity of exposition rather than stability or speed of execution. Second, the book focuses on the performance of statistical estimation and downplays algebraic niceties. In both senses, this book is written for people who wish to fit statistical models and understand them.
See Professor Hilbe discuss the book.

Autoren/Hrsg.

Hilbe, Joseph M.

Hilbe, Joseph

Robinson, Andrew P.

Robinson, Andrew

Fachgebiete

• Sozialwissenschaften Soziologie | Soziale Arbeit Soziologie Allgemein Empirische Sozialforschung, Statistik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Medizin | Veterinärmedizin Medizin | Public Health | Pharmazie | Zahnmedizin Medizin, Gesundheitswesen Medizinische Mathematik & Informatik
• Medizin | Veterinärmedizin Medizin | Public Health | Pharmazie | Zahnmedizin Medizin, Gesundheitswesen Epidemiologie, Medizinische Statistik

Inhaltsverzeichnis

R as a Modeling Language. Overview of Model Estimation. Constructing Synthetic Models. Estimation of Gaussian Models. Optimization. Maximum Likelihood Estimation. Estimation Using Quadrature. Estimation Using Simulation. Selecting the Optimal Method of Estimation.