Re: [R] IWLS vs direct ML estimation

sandsky <[EMAIL PROTECTED]> wrote: > I think that IWLS provides the computational flexibility. Because when there > exists no analytical solution, IWLS makes it possible to solve via the > numerical solution. > > Do you have any idea for this? My impression is the same as yours. M.H.P. __

Re: [R] IWLS vs direct ML estimation

Mike, Thank you for your valuable reply. I have read Charnes et al. (1976) and Bradley (1973). However, they just showed the equivalence of IWLS and ML solutions, but didn't mentioned the advantage (or disadvantage) of IWLS comparing with ML estimation. Charnes, A., Frome, E. L., and Yu, P. L.,

Re: [R] IWLS vs direct ML estimation

sandsky <[EMAIL PROTECTED]> wrote: > I am thinking about IWLS vs ML estimation. When I use glm() for a > 2-parameter distribution (e.g., Weibull), I can otain the MLE of scale > parameter given shape parameter through IWLS. Because this scale parameter > usually converges to the MLE. > > In this

[R] IWLS vs direct ML estimation

Hi, I am thinking about IWLS vs ML estimation. When I use glm() for a 2-parameter distribution (e.g., Weibull), I can otain the MLE of scale parameter given shape parameter through IWLS. Because this scale parameter usually converges to the MLE. In this point, I am wondering: i) can you say th