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• W2040706859 abstract "Abstract In this paper a general algorithm is provided for maximum likelihood fitting of deterministic models subject to Gaussian‐distributed residual variation (including any type of non‐singular covariance). By deterministic models is meant models in which no distributional assumptions are valid (or applied) on the parameters. The algorithm may also more generally be used for weighted least squares (WLS) fitting in situations where either distributional assumptions are not available or other than statistical assumptions guide the choice of loss function. The algorithm to solve the associated problem is called MILES (Maximum likelihood via Iterative Least squares EStimation). It is shown that the sought parameters can be estimated using simple least squares (LS) algorithms in an iterative fashion. The algorithm is based on iterative majorization and extends earlier work for WLS fitting of models with heteroscedastic uncorrelated residual variation. The algorithm is shown to include several current algorithms as special cases. For example, maximum likelihood principal component analysis models with and without offsets can be easily fitted with MILES. The MILES algorithm is simple and can be implemented as an outer loop in any least squares algorithm, e.g. for analysis of variance, regression, response surface modeling, etc. Several examples are provided on the use of MILES. Copyright © 2002 John Wiley & Sons, Ltd." @default.
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• W2040706859 date "2002-08-01" @default.
• W2040706859 modified "2023-09-27" @default.
• W2040706859 title "Maximum likelihood fitting using ordinary least squares algorithms" @default.
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• W2040706859 doi "https://doi.org/10.1002/cem.734" @default.
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