Search Results - subject:"em algorithm"

On the Bock-Aitkin procedure—From an EM algorithm perspective

Hsu, Yaowen - In: Psychometrika 65 (2000) 4, pp. 547-549

Persistent link: https://www.econbiz.de/10005603584

Constrained maximum likelihood estimation of two-level covariance structure model via EM type algorithms

Lee, Sik-Yum; Tsang, Sin-Yu - In: Psychometrika 64 (1999) 4, pp. 435-450

Persistent link: https://www.econbiz.de/10005757795

Mixtures of conditional mean- and covariance-structure models

Arminger, Gerhard; Stein, Petra; Wittenberg, Jörg - In: Psychometrika 64 (1999) 4, pp. 475-494

Persistent link: https://www.econbiz.de/10005603637

Estimating multiple classification latent class models

Maris, E. - In: Psychometrika 64 (1999) 2, pp. 187-212

Persistent link: https://www.econbiz.de/10005603754

Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model

Elliott, R.; Fischer, P.; Platen, Eckhard - Finance Discipline Group, Business School - 1999

are obtained that enable the parameters of the model to be estimated using the EM algorithm. A simulation study …

Persistent link: https://www.econbiz.de/10004984582

Discrete-Time Discrete-State Latent Markov Models with Time-Constant and Time-Varying Covariates

Vermunt, Jeroen K.; Langeheine, Rolf; Bockenholt, Ulf - In: Journal of Educational and Behavioral Statistics 24 (1999) 2, pp. 179-207

Discrete-time discrete-state Markov chain models can be used to describe individual change in categorical variables. But when the observed states are subject to measurement error, the observed transitions between two points in time will be partially spurious. Latent Markov models make it...

Persistent link: https://www.econbiz.de/10010775978

A Markov Switching Cookbook

Mizrach, Bruce; Watkins, James - Department of Economics, Rutgers University-New Brunswick - 1998

This paper examines maximum likelihood estimation via hill climbing and the expectations maximization (EM) algorithm in … technique is shown to significantly reduce the computational demands of the EM algorithm relative to a Davidon Fletcher Powell …

Persistent link: https://www.econbiz.de/10005746183

MCMC Methods for Fitting and Comparing Multinomial Response Models

Chib, Siddhartha; Greenberg, Edward; Chen, Yuxin - EconWPA - 1998

This paper is concerned with statistical inference in multinomial probit, multinomial-$t$ and multinomial logit models. New Markov chain Monte Carlo (MCMC) algorithms for fitting these models are introduced and compared with existing MCMC methods. The question of parameter identification in the...

Persistent link: https://www.econbiz.de/10005119186

Edge effect in disease mapping

Dreassi, Emanuela; Biggeri, Annibale - In: Statistical Methods and Applications 7 (1998) 3, pp. 267-283

Persistent link: https://www.econbiz.de/10008497274

Analysis of Multi-Unit Variance Components Models with State Space Profiles

Tsimikas, John; Ledolter, Johannes - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 147-164

Persistent link: https://www.econbiz.de/10005395594