In this chapter, we first introduce the maximum likelihood estimation method. Then we show how it can be applied in enhancing the linear regression algorithm introduced in Chap. 8 . Moreover, since the algorithm is now configured in a proper probability and statistical framework, we can set up confidence intervals for estimators using the methods presented in Chap. 12 . Finally, we use the maximum likelihood estimation technique to introduce logistic regression, which is actually a classification algorithm.

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Algorithms 4: Maximum Likelihood Estimation and Its Application to Regression

  • Yi Sun,
  • Rod Adams

摘要

In this chapter, we first introduce the maximum likelihood estimation method. Then we show how it can be applied in enhancing the linear regression algorithm introduced in Chap. 8 . Moreover, since the algorithm is now configured in a proper probability and statistical framework, we can set up confidence intervals for estimators using the methods presented in Chap. 12 . Finally, we use the maximum likelihood estimation technique to introduce logistic regression, which is actually a classification algorithm.