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maxLik: A package for maximum likelihood estimation in R

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  • Arne Henningsen
  • Ott Toomet

Abstract

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Suggested Citation

  • Arne Henningsen & Ott Toomet, 2011. "maxLik: A package for maximum likelihood estimation in R," Computational Statistics, Springer, vol. 26(3), pages 443-458, September.
    • Handle: RePEc:spr:compst:v:26:y:2011:i:3:p:443-458
    DOI: 10.1007/s00180-010-0217-1
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    References listed on IDEAS

    as
    1. Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2011. "DEoptim: An R Package for Global Optimization by Differential Evolution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i06).
    2. Toomet, Ott & Henningsen, Arne, 2008. "Sample Selection Models in R: Package sampleSelection," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i07).
    3. Calzolari, Giorgio & Fiorentini, Gabriele, 1993. "Alternative covariance estimators of the standard Tobit model," Economics Letters, Elsevier, vol. 42(1), pages 5-13.
    4. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
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    More about this item

    Keywords

    Maximum likelihood; Optimization; C87;
    All these keywords.

    JEL classification:

    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

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