DGP and Likelihood
Zhirnov, Andrei (2021) DGP and Likelihood. [Video]
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Official URL: https://www.youtube.com/watch?v=9I72-kzaQ3w
Abstract
In this video, Andrei Zhirnov looks at two concepts that are critical for understanding how we can connect data with the model and the model parameters. The first is data generating process, which is a model that describes how our data could have been generated. The second is the likelihood function, the probability that we could observe the data set that we actually observed, given the variance of the parameters.
| Item Type: | Video |
|---|---|
| Subjects: | 5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference 5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference > 5.2.1 Probability theory 5. Quantitative Data Handling and Data Analysis > 5.2 Statistical Theory and Methods of Inference > 5.2.5 Bayesian methods 5. Quantitative Data Handling and Data Analysis > 5.5 Regression Methods > 5.5.8 Logistic regression |
| Depositing User: | NCRM users |
| Date Deposited: | 05 Jan 2022 21:08 |
| Last Modified: | 05 Jan 2022 21:08 |
| URI: | https://eprints.ncrm.ac.uk/id/eprint/4507 |
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