Sounds like a homework question ... if y = a + bx + e, where e ~ N(0, sigma^2) the log likelihood of the slope parameter and intercept parameters, a and b, and variance sigma^2 given n data points y and covariates x is f(a,b, sigma; y, x) = -0.5*n*log(2 * pi) - n*log(sigma) - 0.5 / sigma^2 * sum_i [ (y_i - (a + b*x_i))^2 ] You can simplyfiy this function if you condition on the variance and intercept. You are then left with a simple function coresponding to the log-likelihood curve. This function is trivial to minimise. Hope this helps. Colin.
________________________________ From: r-help-boun...@r-project.org on behalf of mat7770 Sent: Sun 08/11/2009 19:12 To: r-help@r-project.org Subject: [R] negative log likelihood I have two related variables, each with 16 points (x and Y). I am given variance and the y-intercept. I know how to create a regression line and find the residuals, but here is my problem. I have to make a loop that uses the seq() function, so that it changes the slope value of the y=mx + B equation ranging from 0-5 in increments of 0.01. The loop also needs to calculate the negative log likelihood at each slope value and determine the lowest one. I know that R can compute the best regression line by using lm(y~x), but I need to see if that value matches the loop functions. -- View this message in context: http://old.nabble.com/negative-log-likelihood-tp26256881p26256881.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________________________________ This email has been scanned by the MessageLabs Email Security System. For more information please visit http://www.messagelabs.com/email ______________________________________________________________________ [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
