writing an R code for a given model
Hi Abderrahim, I find this book particularly helpful: http://www.meb.ki.se/~yudpaw/likelihood/likelihood-index.htm Shige On Fri, Oct 1, 2010 at 12:15 PM, abderrahim youssef
<abderrahim1302 at googlemail.com> wrote:
Dear R help list, I am desperately looking for any reference explaining by examples how to write ?R codes in order to fit the parameters of a given model using maximum likelihood or any other criteria function. I know the general structure: First write a code for the maximum likelihood function and afterwards ?write a code to maximize it using optim and then invert the ?Hessian ?to get the standard errors and p-values. What I want ?is to find a document ?which gives in detail the R code to do so ?for some ?given ?examples such as linear mixed effect models, survival analysis etc ... where the likelihood has a closed form and when it doesn't have a closed form ... I will then follow the same structure to fit my own model. Best wishes, Abderrahim ? ? ? ?[[alternative HTML version deleted]]
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