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From: indian saint on 20 Mar 2010 01:51
I have a likelihood function with three parameters.I need to estimate
parameters using newton raphson method.I dont know how?
pls anyone help.
From: Matt J on 20 Mar 2010 11:25
indian saint <midhu.nellikattu(a)gmail.com> wrote in message <d1477366-c7b4-4bdc-8440-e47dc43c82b6(a)h35g2000pri.googlegroups.com>...
> I have a likelihood function with three parameters.I need to estimate
> parameters using newton raphson method.I dont know how?
> pls anyone help.
================

Is the problem that you're not familiar with Newton-Raphson? It's abundantly Googlable.

http://en.wikipedia.org/wiki/Newton-Raphson
From: indian saint on 26 Mar 2010 02:07

i know the theory.But i dont know how to implement it in matlab when i
have to estimate three parameters simultaneously,it contains hessian
matrix and all.
thanks
From: TideMan on 26 Mar 2010 03:29
On Mar 26, 7:07 pm, indian saint <midhu.nellika...(a)gmail.com> wrote:
> i know the theory.But i dont know how to implement it in matlab when i
> have to estimate three parameters simultaneously,it contains hessian
> matrix and all.
> thanks

You say you know the theory.
So, you know very well that the first step is to form a matrix of
partial derivatives of the three functions wrt the 3 variables.
Then you simply code those up in Matlab.
Show us that you've at least got that far................


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