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Sometimes, the large sample asymptotic theory of MLEs is not applicable. In such cases, we can use the bootstrap to estimate the sampling distribution of the MLE.

Usage

mle_boot(x)

Arguments

x

the `boot` return value

Value

an `mle_boot` object (wrapper for `boot` object)

Details

This takes an approach similiar to the `mle_numerical` object, which is a wrapper for a `stats::optim` return value, or something that is compatible with the `optim` return value. Here, we take a `boot` object, which is the sampling distribution of an MLE, and wrap it in an `mle_boot` object and then provide a number of methods for the `mle_boot` object that satisfies the concept of an `mle` object.

Look up the `boot` package for more information on the bootstrap.