Question

Why is maximum likelihood estimation used instead of ols estimation for logistic regression?

Answer 1

MLE focuses on the fact that different populations generate different samples. The figure below ilustrates a general case in which the sample is known to be drawn from a normal population with given variance but unknown mean.

Assume that observations came from either distribution A or distribution B.If the true population were A, the probability that we would have obtained the sample shown would be quite large.

Answer 2

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