Maximum likelihood estimation | Likelihood

Quasi-likelihood

In statistics, quasi-likelihood methods are used to estimate parameters in a statistical model when exact likelihood methods, for example maximum likelihood estimation, are computationally infeasible. Due to the wrong likelihood being used, quasi-likelihood estimators lose asymptotic efficiency compared to, e.g., maximum likelihood estimators. Under broadly applicable conditions, quasi-likelihood estimators are consistent and asymptotically normal. The asymptotic covariance matrix can be obtained using the so-called . Examples of quasi-likelihood methods are the generalized estimating equations and pairwise likelihood approaches. (Wikipedia).

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From playlist COVARIANCE AND VARIANCE

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EstimatingRegressionCoeff.8.MLE

This video is brought to you by the Quantitative Analysis Institute at Wellesley College. The material is best viewed as part of the online resources that organize the content and include questions for checking understanding: https://www.wellesley.edu/qai/onlineresources

From playlist Estimating Regression Coefficients

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From playlist StatQuest

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Semantic models for higher-order Bayesian inference - Sam Staton, University of Oxford

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From playlist Logic and learning workshop

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Jean-Marc Bardet : Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of...

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From playlist Probability and Statistics

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From playlist Correlation

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From playlist STATISTICS CH 9 HYPOTHESIS TESTING

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From playlist Summer School on Gravitational-Wave Astronomy

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From playlist Tutorials: Math & Computational Challenges in the Era of Gravitational Wave Astronomy

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Juan Calderon-Bustillo - Challenge of characterising high-mass compact mergers: the case of GW190521

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From playlist Workshop: Source inference and parameter estimation in Gravitational Wave Astronomy

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Non Normal Distributions

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From playlist Probability Distributions

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From playlist Human Language (ANLY 540)

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Boris Beranger - Composite likelihood and logistic regression models for aggregated data

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From playlist Statistics Across Campuses

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Matt Moores - The Annealed Leap-Point MCMC Sampler (ALPS) for multi-modal posterior distributions

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From playlist Statistics Across Campuses

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From playlist Entropy, Information and Order in Soft Matter

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Causal Inference Introduction

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From playlist Causal Inference - The Science of Cause and Effect

Related pages

Variance function | Binomial distribution | Multilevel model | Generalized linear model | Extremum estimator | Overdispersion | Likelihood function | Statistics | Count data | Poisson distribution | Probability distribution | Statistical model | Quasi-maximum likelihood estimate | Mixed model