MLE vs OLS | Maximum likelihood vs least squares in linear regression

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  • Опубликовано: 4 окт 2024
  • See all my videos at: www.tilestats.com
    At 9:03 I should have said 4.24 and not 4.25.
    1. Ordinary least squares (0:30)
    2. Maximum likelihood estimation (03:41)
    3. Log-likelihood (10:45)
    4. MLE vs OLS (11:42)

Комментарии • 44

  • @Mister_Merb
    @Mister_Merb Год назад +14

    This video was criminally low in my RUclips search results.

  • @they_fear_me
    @they_fear_me Месяц назад +2

    Мужик, спасибо. Лучее объяснение метода правдоподобия.

  • @kozark875491
    @kozark875491 11 месяцев назад +5

    The BEST video explaining what MLE is and how we use Normal Distribution! Really thank you!!!
    I'm gonna share the video a lot!!

  • @cuckoo_is_singing
    @cuckoo_is_singing 10 дней назад +1

    the best about MLE in LR, even better than my teacher explanations

  • @mohdluai1808
    @mohdluai1808 14 дней назад +1

    This video should be recognized more

  • @1matzeplayer1
    @1matzeplayer1 2 месяца назад +1

    Incredibly useful!!! Your first figure already explained more than my lecture slides.

  • @Daniboy370
    @Daniboy370 Год назад +4

    Maybe the best explanation I came across so far

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 9 месяцев назад +2

    really appreciate your presentation format. it's always super clear and leaves little room for ambiguity.

  • @thomasvaudescal5749
    @thomasvaudescal5749 2 года назад +5

    Excellent explanations! Clear and easy to digest content.

  • @Justjemming
    @Justjemming Год назад +1

    Wow this is great. The visuals really help to reinforce what is the MLE equations. Thank you!

  • @irvingnino3422
    @irvingnino3422 7 месяцев назад +1

    Bruh, it took me clicking on hundreds of videos to finally land on what I was looking for!

  • @brazilfootball
    @brazilfootball 2 года назад +6

    I hope you will consider doing a video on explaining what a link function is in GLM's and why they are used. I'm having trouble grasping the concept and how/why it relates to means and the normal distribution, etc.. I'm enjoying your videos very much, thanks again!

    • @tilestats
      @tilestats  2 года назад

      Have a look at around 7 min in this video about Poisson regression
      ruclips.net/video/Obpz_Uvo2rQ/видео.html

    • @brazilfootball
      @brazilfootball 2 года назад

      ​@@tilestats Well, that was easy. Thank you! 😅

  • @ibntuahirabdulhaqq5866
    @ibntuahirabdulhaqq5866 Год назад +1

    Wooow! It is the best lecture so far on this topic. Thanks greatly

  • @dhanasekarankuppuswami6094
    @dhanasekarankuppuswami6094 Год назад +2

    Super! Excellent explanations! It is very nice and useful. Thanks.

  • @nawarajbhujel8266
    @nawarajbhujel8266 10 месяцев назад +1

    Absolutely brilliant

  • @itamar.j.rachailovich
    @itamar.j.rachailovich 5 месяцев назад +1

    This video is extremely good! You are great! you have new subscriber! keep going, well done!

  • @youngzproduction7498
    @youngzproduction7498 10 месяцев назад

    Great vid. your lesson saves my life :D. Thanks for your dedication.

  • @reidl4767
    @reidl4767 Год назад +1

    Fantastic video! Thank you :)

  • @mangaart3366
    @mangaart3366 Год назад +1

    Thank you for the tutorial! 🙂

  • @alessioonori7033
    @alessioonori7033 29 дней назад

    Thanks for the content ! FYI at 5:06 you probably wanted to point the arrow to the Y column, not the X one

    • @tilestats
      @tilestats  29 дней назад

      True, thanks for spotting this error.

  • @jaimehenriquez2985
    @jaimehenriquez2985 Год назад +1

    this is so awesome. ty!

  • @mustafizurrahman5699
    @mustafizurrahman5699 11 месяцев назад +1

    Excellent

  • @sum1sw
    @sum1sw Год назад +1

    Thank you so much.
    Do you have an opinion on Orthogonal Distance Regression ?

  • @逍遥江湖载
    @逍遥江湖载 10 месяцев назад +1

    good explanation bro

  • @brazilfootball
    @brazilfootball 2 года назад +1

    4:48 Is this the visualization of: “residuals are normally distributed” for a linear model?

  • @celilylmaz4426
    @celilylmaz4426 Год назад +1

    Teşekkürler.

  • @catelinnx7677
    @catelinnx7677 Год назад

    Thanks!

  • @Leila0S
    @Leila0S 2 года назад

    Hello. I sent you a question on your website few days ago asking about availability of the content of Multivariate statistics course in PDF format, and haven't received any reply from your side so far. could you please inform whether you plan to make them available on-line and when is the proposed date for this?

    • @tilestats
      @tilestats  2 года назад +1

      Thanks for your interest. I will try to do that in 2-3 weeks.

    • @Leila0S
      @Leila0S 2 года назад

      @@tilestats
      Thank you.
      It will really help as I have an exam of this course next month and your explanation is distinguished.

    • @tilestats
      @tilestats  2 года назад +1

      Hi
      If you go to my homepage
      www.tilestats.com
      there should be a link under "Shop" to Payhip where you can buy the full course as 32 PDFs. Let me know how it works.

    • @Leila0S
      @Leila0S 2 года назад

      @@tilestats
      This is perfect. Thank you a million times.
      I have to inform you that I already bought 4 pdfs last week. Those that are related to Euclidean dustance and the PCA. Is there any chance to offset their price against the total price of the full Maltivariate course?
      I can share with you the paypal e-mails regarding the transfer of the 4-lectures price.

    • @Leila0S
      @Leila0S 2 года назад

      @@tilestats
      I have purchased it.
      Thank you❤❤❤
      Thanks a lot

  • @shawnkim6287
    @shawnkim6287 Год назад +1

    Thanks for the video, TileStats. I just want to ask you if I understand the lecture video. First, to choose the right distribution, the distribution we choose such as normal distribution reflect the distribution of the target variable (i.e. data point).
    Second, I am referencing to another lecture you created (ruclips.net/video/XpQp7gP6BnQ/видео.html). The distribution of prediction errors (i.e. error = the difference between the y and y^) has to appear to be normally distributed, if you choose the normal distribution. If you are using binomial distribution, the distribution of prediction errors has to appear to be binomially distributed. Can you please confirm this? Thank you!

    • @tilestats
      @tilestats  Год назад

      When I refer to the distribution in this case, I mean the distribution around the line (the distribution of the residuals). However, in the special case of binomial distribution, where the response variable, for example, only can take two values (0 or 1), we use logistic regression where the model is fitted based on the ML method.
      As an example where a normal distribution does not work, I suggest that you have a look at my video about Poisson regression and the videos about logistic regression:
      ruclips.net/video/Obpz_Uvo2rQ/видео.html
      ruclips.net/video/yhogDBEa0uQ/видео.html
      ruclips.net/video/J0yuLu3oLuU/видео.html

  • @thebjjtroll6778
    @thebjjtroll6778 2 года назад

    Please do a GLM series, Also the subtitles on the bottom really help. Thank you!

    • @tilestats
      @tilestats  2 года назад

      GLM MLE Logistic and Poisson regression: ruclips.net/p/PLLTSM0eKjC2cYVUoex9WZpTEYyvw5buRc