ML vs. LS [General Sta­tis­tics]

posted by ElMaestro  – Denmark, 2014-01-30 18:08 (4518 d 01:25 ago) – Posting: # 12295
Views: 6,146

Hi Hötzi,

<nitpicking>

Maximizing the likelihood minimizing the sum of squares.

</nitpicking>


❝ These are two different approaches. The fact that we get similar – if not identical – estimates in most cases is an amazing technical coincidence.


That's a fair comment to raise. I see it exactly oppositely: With a single variance component minimisation of SS is the technical shortcut to finding the actual max likelihood solution as long as a period value is not missing.

Pass or fail!
ElMaestro

Complete thread:

UA Flag
Activity
 Admin contact
23,653 posts in 4,991 threads, 1,570 registered users;
130 visitors (0 registered, 130 guests [including 19 identified bots]).
Forum time: 20:33 CEST (Europe/Vienna)

I have never in my life learned anything
from any man who agreed with me.    Dudley Field Malone

The Bioequivalence and Bioavailability Forum is hosted by
BEBAC Ing. Helmut Schütz
HTML5