Statistical estimation

From Academic Kids

There are many different ways of discussing statistical estimation.

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Goals

  1. Point estimation
  2. Interval estimation
  3. Regression analysis/model building
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Approaches/philosophies

  1. frequentist, or classical
  2. Bayesian estimation
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Methods


  1. Maximum likelihood estimation
  2. Method of moments
  3. Least squares
  4. Influence functions?
  5. Confidence interval (or region)
  6. Highest posterior density interval/region
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