A practical guide to MAXLIK

by Karl Schutz

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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.

This report is part of the RAND Corporation Note series. The note was a product of the RAND Corporation from 1979 to 1993 that reported other outputs of sponsored research for general distribution.

This research in the public interest was supported by RAND, using discretionary funds made possible by the generosity of RAND's donors, the fees earned on client-funded research, and independent research and development (IR&D) funds provided by the Department of Defense.

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