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EXTENSIONS OF ESTIMATION METHODS USING THE EM ALGORITHM
DOI:10.1016/0304-4076(91)90001-T.png)
摘要
En 中文
The EM algorithm described by Dempster, Laird, and Rubin (1977) is reviewed with the purpose of clarifying several misconceptions in the statistical and econometric literature. The clarifications lead to several applications of the algorithm to models that have appeared to be less tractable. The relationship between the EM algorithm and the method of scoring is also explained, providing estimators of the score and the information from the EM algorithm. The EM algorithm is extended to missing-data problems and an estimation method based on simulations.
Keyword:
MAXIMUM LIKELIHOOD ESTIMATOR
DEPENDENT VARIABLES
REGRESSION-MODEL
CONVERGENCE
INFORMATION
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4
论文数:
5.2K
被引数:
3.0W
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引用论文
A METHOD FOR MINIMIZING THE IMPACT OF DISTRIBUTIONAL ASSUMPTIONS IN ECONOMETRIC-MODELS FOR DURATION DATA
ECONOMETRICA
IF7.1

