Question: Using R Q3: Consider an alternative model y=0+1x+, where follows a normal distribution N(0,1). The following function defines the log-likelihood of the model parameters (0,1)

Using R Q3: Consider an alternative model y=0+1x+, where follows a normalUsing R

Q3: Consider an alternative model y=0+1x+, where follows a normal distribution N(0,1). The following function defines the log-likelihood of the model parameters (0,1) given data. Please show that the maximum likelihood estimator (MLE) for this model is equivalent to the estimates in Q1 and Q2 (Hints: you may use the function optim() in HW1 to search for MLE, but mind the setting of fnscale if you use this function). (15\%)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Databases Questions!