Gram–Schmidt–Fisher scoring algorithm for parameter orthogonalization in MLE
The estimation of parameters is a key component in statistical modelling and inference. However, parametrization of certain likelihood functions could lead to highly correlated estimates, causing numerical problems, mathematical complexities and difficulty in estimation or erroneous interpretation a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2016-12-01
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| Series: | Cogent Mathematics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311835.2016.1159847 |