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  • Search: subject:"Monte Carlo EM algorithm"
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Year of publication
Subject
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Monte Carlo EM Algorithm 2 FIML estimation 1 Logistic Auto-logistic Model 1 Pseudo-Likelihood 1 Spatial Missing Data 1 endogenous selection 1 multiple censored responses 1 treatment effect models 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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English 1 Undetermined 1
Author
All
Bee, Marco 1 Espa, Giuseppe 1 Smith, Ricardo Smith Ramírez 1
Institution
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Centro de Investigación y Docencia Económicas (CIDE) 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1
Published in...
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Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento 1 Working papers / Centro de Investigación y Docencia Económicas (CIDE) 1
Source
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RePEc 2
Showing 1 - 2 of 2
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A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data
Bee, Marco; Espa, Giuseppe - Dipartimento di Economia e Management, Università … - 2008
derive a Monte Carlo EM algorithm in the setup of maximum pseudo-likelihood estimation; given the analytical intractability …
Persistent link: https://www.econbiz.de/10005628790
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Cover Image
FIML estimation of treatment effect models with endogenous selection and multiple censored responses via a Monte Carlo EM Algorithm
Smith, Ricardo Smith Ramírez - Centro de Investigación y Docencia Económicas (CIDE) - 2007
We formulate a Monte Carlo EM algorithm to estimate treatment effect models involving multiple censored responses. The …
Persistent link: https://www.econbiz.de/10010823309
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