Constructor for making `mle` objects, which provides a common interface for maximum likelihood estimators.

This MLE makes the asymptotic assumption by default. Other MLEs, like `mle_boot`, may not make this assumption.

Usage

mle(
  theta.hat,
  loglike = NULL,
  score = NULL,
  sigma = NULL,
  info = NULL,
  obs = NULL,
  nobs = NULL,
  superclasses = NULL
)

Arguments

theta.hat

the MLE

loglike

the log-likelihood of `theta.hat` given the data

score

the score function evaluated at `theta.hat`

sigma

the variance-covariance matrix of `theta.hat` given that data

info

the information matrix of `theta.hat` given the data

obs

observation (sample) data

nobs

number of observations in `obs`

superclasses

class (or classes) with `mle` as base