Re: Benefit of Bayesian estimation?

In article
<22da2fbd-a752-4d2e-b24e-ba3b9f325544@[EMAIL PROTECTED]
>,
Luna Moon  <lunamoonmoon@[EMAIL PROTECTED]
> wrote:
>Hi all,

>If my model can be estimated using Maximum Likelihood estimation
>(although the likelihood function is quite complicated where only
>numerical evaluations are possible), are there still benefit of
>turning to Bayesian estimation?

>Thanks!

This is the case if the loss-prior combination is
of im****tance, or the likelihood function does not
look enough like a normal density function.  It
may also be the case if there are a large number
of parameters, or if testing is wanted.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@[EMAIL PROTECTED]
         Phone: (765)494-6054   FAX: (765)494-0558