Loglikelihood calculation for fitnlm

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Thomas Hemming
Thomas Hemming 2023년 11월 23일
편집: Torsten 2023년 11월 24일
Hello,
Can you provide the formula for how loglikelihood is calculated when using fitnlm function with bisquare weights? I would like to replicate the value that Matlab outputs to fully understand how its calculated.
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Thomas Hemming
Thomas Hemming 2023년 11월 23일
Our case is just a time series where we want to fit either a constant or a constant plus a coefficient with bisquare weights. fitnlm returns a loglikelihood value so it must be calculated somewhow, although I follow what you're saying (and kind of also why I'm asking how it's calculated in this case).
Torsten
Torsten 2023년 11월 24일
편집: Torsten 2023년 11월 24일
Can you provide the formula for how loglikelihood is calculated when using fitnlm function with bisquare weights?
If it's not part of the MATLAB documentation, I'd contact Technical Support for the relevant literature source:

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답변 (1개)

Sulaymon Eshkabilov
Sulaymon Eshkabilov 2023년 11월 23일
See this example of MATLAB help documentation for nonlinear logistic regression.
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Sulaymon Eshkabilov
Sulaymon Eshkabilov 2023년 11월 24일
Don't you see how fitnlm() fcn can be employed to find maximum likelihood explained in details in this help DOC for nonlinear regression model. Your question was "Can you provide the formula for how loglikelihood is calculated when using fitnlm function with bisquare weights?"
Torsten
Torsten 2023년 11월 24일
편집: Torsten 2023년 11월 24일
We can see how it is used, but not how it is calculated internally.

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