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

Рет қаралды 28,670

2 жыл бұрын

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)

Пікірлер: 39

@1matzeplayer1 2 күн бұрын

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

@Mister_Merb Жыл бұрын

This video was criminally low in my KZfaq search results.

@kozark875491 9 ай бұрын

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

@user-wr4yl7tx3w 7 ай бұрын

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

@thomasvaudescal5749 2 жыл бұрын

Excellent explanations! Clear and easy to digest content.

@Justjemming 10 ай бұрын

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

@Daniboy370 Жыл бұрын

Maybe the best explanation I came across so far

@irvingnino3422 5 ай бұрын

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

@ibntuahirabdulhaqq5866 10 ай бұрын

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

@dhanasekarankuppuswami6094 Жыл бұрын

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

@reidl4767 Жыл бұрын

Fantastic video! Thank you :)

@youngzproduction7498 8 ай бұрын

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

@nawarajbhujel8266 8 ай бұрын

Absolutely brilliant

@itamar.j.rachailovich 3 ай бұрын

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

@mangaart3366 Жыл бұрын

Thank you for the tutorial! 🙂

@jaimehenriquez2985 Жыл бұрын

this is so awesome. ty!

@brazilfootball 2 жыл бұрын

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 2 жыл бұрын

Have a look at around 7 min in this video about Poisson regression kzfaq.info/get/bejne/hcigrcKG29WWooU.html

@brazilfootball 2 жыл бұрын

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

@sum1sw 10 ай бұрын

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

@mustafizurrahman5699 9 ай бұрын

Excellent

@user-fw2kc6iv1f 8 ай бұрын

good explanation bro

@catelinnx7677 Жыл бұрын

Thanks!

@tilestats Жыл бұрын

Thank you!

@Leila0S 2 жыл бұрын

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 2 жыл бұрын

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

@Leila0S 2 жыл бұрын

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

@tilestats 2 жыл бұрын

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 2 жыл бұрын

@@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 2 жыл бұрын

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

@brazilfootball 2 жыл бұрын

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

@tilestats 2 жыл бұрын

Yes

@brazilfootball 2 жыл бұрын

@@tilestats Thank you

@celilylmaz4426 Жыл бұрын

Teşekkürler.

@tilestats Жыл бұрын

Thank you!

@shawnkim6287 Жыл бұрын

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 (kzfaq.info/get/bejne/jtaBo5qYtZymnoU.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 Жыл бұрын

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: kzfaq.info/get/bejne/hcigrcKG29WWooU.html kzfaq.info/get/bejne/r86fmqdzqseUpYU.html kzfaq.info/get/bejne/gJapqK-mmNWwpYk.html