Results 1 to 4 of 4

Math Help - Likelihood function

  1. #1
    Ond
    Ond is offline
    Junior Member
    Joined
    Feb 2009
    Posts
    28

    Likelihood function

    Hi there!

    I have the following problem:

    The following probability mass function is given:

    It's convenient to write beta0 + beta1*xi = x'i (i should be subscript)*beta, where x' = (1 xi) and beta' = (beta0 beta1).

    a) Find the log-likelihood function
    b) Find the first order conditions for the maximum likelihood estimation.
    c) Find the second derivative (the Hessian matrix) for the log-likelihood function.

    Help anyone? Thanks in advance.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    this isn't clear
    It looks like the y's given the x's are bernoulli's
    please clarify
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Ond
    Ond is offline
    Junior Member
    Joined
    Feb 2009
    Posts
    28
    Yes, I believe they are bernoulli's. However, that information is not given beforehand.

    Anything else that's perhaps not clear?
    Follow Math Help Forum on Facebook and Google+

  4. #4
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    I still don't get the beta's.
    I understand that
    P\{Y_i=0|X_i\}=q_i
    and
    P\{Y_i=1|X_i\}=p_i
    But how can P\{Y_i=1|X_i\} also equal that equation with the beta's?
    I think the first line is wrong.
    It's just a function of the X_i's or a marginal or something else.
    Last edited by matheagle; February 22nd 2009 at 08:52 PM.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Maximum likelihood function
    Posted in the Statistics Forum
    Replies: 3
    Last Post: January 3rd 2012, 10:39 AM
  2. Likelihood function
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: January 24th 2011, 01:26 PM
  3. Likelihood function
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: January 2nd 2011, 04:50 AM
  4. Likelihood Ratio Test & Likelihood Function
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: April 23rd 2009, 06:53 AM
  5. likelihood function
    Posted in the Advanced Math Topics Forum
    Replies: 1
    Last Post: March 6th 2006, 05:37 AM

Search Tags


/mathhelpforum @mathhelpforum