經濟實證與預測二實習
Empirical Study & Forecasting (II) : Recitation
李維倫 台大經濟系
2015.3.27
今日任務
Maximum Likelihood Estimator (MLE) Linear Probability Model
Which Model?
Linear Probability Logit
Probit
Maximum Likelihood Estimator
經濟實證與預測一實習
An Example of MLE
Y is from the following distribution
A random sample of size N is drawn from this distribution
the random variables are denoted Y1, …, YN
Suppose n observations are equal to 1
An Example of MLE
Derive the likelihood function for the parameter p
Derive the MLE of p
Model with Binary Y
經濟實證與預測一實習
Linear Probability Model
Show that
Derive the likelihood function
