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Topic: What are "Standard Methods"?
Replies: 5   Last Post: Jun 24, 1996 12:09 PM

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Jeph Herrin

Posts: 2
Registered: 12/18/04
What are "Standard Methods"?
Posted: Jun 18, 1996 2:19 PM
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I'm trying to calculate the sampling variances for a two-parameter
ML problem. My likelihood function is non-standard, and I maximize
it using numerical methods. The problem I'm having is estimating
the variance of my estimates.

The only reference I can find to this problem (and I'm a newcomer
to statistics) is in Kendall & Stuart, vol 2, Chapter 18. After
demonstrating that the variances (i.e., the dispersion matrix) can
be got from calculating some expectations (18.26) or, if there exist
jointly sufficent statistics, by direct substitution of the estimates
into the derivatives of the log-likelihood function (18.27). Neither
of these methods are practical for my problem. Kendall & Stuart
recognize that in most cases, this will be true, for they add (end
of 18.27) that "the elements of the dispersion matrix may be estimated
from the sample by standard methods."

What are these "Standard Methods"? That seems to be the way I need to
go.

Thanks for any insight. Email welcome.

Jeph
--
Jeph Herrin, Ph.D.
Assistant Professor
Emory University Center for Clinical Evaluation Sciences
School of Medicine
Emory University
jherrin@ctrclineval.sph.emory.edu






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