# Questions tagged [maximum-likelihood]

a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.

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### Which log-likelihood is to be maximized for left-truncated count data?

What is to be done, if the count data is missing the counts on the zeros (i.e. left truncated data)? Say one wants to estimate a Poisson regression and the goal is to derive the log-likelihood to be ...
1 vote
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### Convexity of negative log-likelihood of exponential family distribution [closed]

Let $p(y; \theta^Tx) = b(y) \space \exp\big(\theta^T x y - a(\theta^T x)\big)$, where $x$ and $\theta$ are $d$-dimensional vectors and $y$ a scalar. If I'm not mistaken, the negative log-likelihood ...
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### Likelihood test on simple regression

I'm working through Introduction to Econometrics by Gary Koop, but I'm slightly struggling to make sense of a question from chapter 4. It asks you to carry out a liklihood ratio test of $H_0 :\beta=0$ ...
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### Clarifying between sample date and input data

I'm reading section 2.6.3 from the book "The Elements of Statistical Learning" of "Trevor Hastie", "Robert Tibshirani" and "Jerome Friedman" and I have a few ...
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### Analyze the variance of one adaptive process?

I'm currently interested in analyzing the variance of one adaptive process. To be more specific, suppose I have done some, let's say $n$ times, experiments where the results depend on some unknown ...
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