CML swMATH ID: 26227 Software Authors: Ronald Schoenberg; Aptech Systems, Inc. Description: GAUSS module CML: Constrained Maximum Likelihood. Constrained Maximum Likelihood (CML), developed at Aptech Systems, generates maximum likelihood estimates with general parametric constraints (linear or nonlinear, equality or inequality), using the sequential quadratic programming method. CML computes two classes of confidence intervals, by inversion of the Wald and likelihood ratio statistics, and by simulation. The inversion techniques can produce misleading test sizes, but Monte Carlo evidence suggests this problem can be corrected under certain circumstances. Homepage: https://dl.acm.org/citation.cfm?id=262402 Dependencies: GAUSS Related Software: GAUSS; R; robustbase; EI; spcov; glasso; Matlab; Optimization Toolbox; S-PLUS; Mx; BRENT; Rcapture; OpenMx; EQS; lavaan; Amos; LISREL; Mplus; SPSS; Maple Cited in: 10 Documents all top 5 Cited by 16 Authors 2 Lee, Chih-Wen 2 Wang, Fu-Kwun 1 Adegoke, Nurudeen A. 1 Anderson, Marti Jane 1 Corduas, Marcella 1 Galindo-Garre, Francisca 1 Iannario, Maria 1 Pek, Jolynn 1 Punnett, Andrew 1 Schoenberg, Ronald 1 Vermunt, Jeroen K. 1 Wang, Wentao 1 Wu, Hao 1 Yan, Tianshun 1 Zaman, Asad 1 Zhao, Yanyong all top 5 Cited in 8 Serials 2 Psychometrika 1 Computers & Mathematics with Applications 1 Mathematics and Computers in Simulation 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 Computational Economics 1 The Econometrics Journal 1 Journal of Agricultural, Biological, and Environmental Statistics Cited in 5 Fields 9 Statistics (62-XX) 4 Numerical analysis (65-XX) 1 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year