Estimation techniques: Ordinary least squares and maximum likelihood

A chapter on estimation techniques has appeared in the edited volume Regression Analysis and Causal Inference, edited by Henning Best and Christof Wolf and published by Sage. A companion website is here.

/news/research/2014-11-05-estimation-techniques/NR-surf.png

An illustration of the Newton-Raphson algorithm used to maximize a log-likelihood function.