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Results tagged with maximum-likelihood
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user 123159
a method of estimating parameters of a statistical model by choosing the parameter value that optimizes the probability of observing the given sample.
2
votes
1
answer
1k
views
MLE estimator and sufficient statistic
Is it generally true that for the exponential family the MLE estimate will be the sufficient statistic divided by the number of data points?
It seems to be true for a couple of examples, but I am not …
- 543
2
votes
2
answers
315
views
Targeted Maximum Likelihood for ATE, why not just GLM for ATE?
I have been attempting to learn targeted maximum likelihood (TMLE), which is a struggle. The estimand of interest is often the average treatment effect. If we have an outcome $Y$, intervention $A$ and …
- 543