Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Nelineární metoda nejmenších čtverců (Nonlinear Least Squares)× | Odhad metodou maximální věrohodnosti× | |
|---|---|---|
| Obor≠ | Ekonometrie | Statistika |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 1974–1987 | 1922 |
| Tvůrce≠ | Gallant (1987); Wooldridge (2010) for econometric treatment | R. A. Fisher |
| Typ≠ | Nonlinear regression estimator | Parametric point estimator |
| Původní zdroj≠ | Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600 | Fisher, R. A. (1922). On the mathematical foundations of theoretical statistics. Philosophical Transactions of the Royal Society of London, Series A, 222, 309–368. DOI ↗ |
| Další názvy | nonlinear least squares, NLS, NLLS, nonlinear regression | MLE, maximum-likelihood estimator, ML estimation, Fisher's method of maximum likelihood |
| Příbuzné≠ | 5 | 4 |
| Shrnutí≠ | Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal. | Maximum Likelihood Estimation (MLE) is a general-purpose parametric method for estimating the unknown parameters of a statistical model by finding the parameter values that make the observed data most probable. Formalized by R. A. Fisher in his landmark 1922 paper in the Philosophical Transactions of the Royal Society, MLE has become the dominant parameter-estimation paradigm in modern statistics and is the foundational engine behind logistic regression, generalized linear models, structural equation modeling, and virtually all parametric inference procedures. |
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