A detailed user's guide to MAXLIK, a computer program (written by Bronwyn H. Hall) designed to do maximum likelihood estimation of the parameters of an arbitrary likelihood function. This program is suitable for problems for which the standard statistical packages do not provide estimators (typically nonlinear models), or those where the number of observations is too large to be kept in central memory. The Note presents the statistical theory employed by the program and gives complete instructions on how to use the program. Examples are also included, along with a discussion of how to interpret program-generated output.
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