fan1984 发表于 2010-10-10 08:52 
Maximum likelihood estimation (越大越好) optimizes likelihood function ( no negative sign).
Here is why the objective function defined as -2 Log likelihood
The log function is monotonic and makes it easy to calculate. Somesoftware do it in minimum that is why there a negative sign(-). Myguess is because a regression problem is defined to minimize sum oferror square. The number 2 is there for ease for hypothesis testingwhen one needs it, because 2*( loglikehood ration) is of chi squaredistribution with # df.