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

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)

[orilio]

This is the BEST explenation of MLE I could find, giving a numerical example of the calculation and showing the math while explaining also what changes are made to the raw function on computers for computetional advantage. hats off to you, keep up the good work

[damonericladd-thomasjunior]

This is easily the best explanation of MLE Ive ever seen. 3+ years of learning regression from legendary psyshometricians, and this guy blows them out of the water.

[kozark]

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

[matzeplayer]

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

[wryltxw]

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

[Mister_Merb]

This video was criminally low in my YouTube search results.

[irvingnino]

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

[Daniboy]

Maybe the best explanation I came across so far

[Justjemming]

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

[thomasvaudescal]

Excellent explanations! Clear and easy to digest content.

[ibntuahirabdulhaqq]

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

[they_fear_me]

Мужик, спасибо. Лучее объяснение метода правдоподобия.

[cuckoo_is_singing]

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

[brazilfootball]

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!

[dhanasekarankuppuswami]

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

[youngzproduction]

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

[itamar.j.rachailovich]

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

[llewmills]

So in OLS how do we decide on the best intercept and slope values? Do we test multiple candidate values of each and see which combination results in the lowest SS_residuals? Is this what statistical software does under the hood? How do you decide (a) how many candidate values of intercept and slope and (b) how small a difference between candidate values? Is there some kind of algorithm software uses to create these candidate values?

[alessioonori]

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

[sumsw]

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