Professor Jochen Einbeck jochen.einbeck@durham.ac.uk
Professor
A note on NPML estimation for exponential family regression models with unspecified dispersion parameter
Einbeck, Jochen; Hinde, John
Authors
John Hinde
Abstract
Nonparametric maximum likelihood (NPML) estimation for exponential families with unspecified dispersion parameter \phi suffers from computational instability, which can lead to highly fluctuating EM trajectories and suboptimal solutions, in particular when \phi is allowed to vary over mixture components. In this paper, a damped version of the EM algorithm is proposed to cope with these problems.
Citation
Einbeck, J., & Hinde, J. (2006). A note on NPML estimation for exponential family regression models with unspecified dispersion parameter. Austrian Journal of Statistics, 35(2&3), 233-243
Journal Article Type | Article |
---|---|
Publication Date | Jun 1, 2006 |
Deposit Date | Sep 29, 2008 |
Publicly Available Date | Mar 29, 2024 |
Journal | Austrian Journal of Statistics |
Print ISSN | 1026-597X |
Publisher | Austrian Society for Statistics |
Peer Reviewed | Peer Reviewed |
Volume | 35 |
Issue | 2&3 |
Pages | 233-243 |
Keywords | EM algorithm, Random effect models, Nonparametric maximum likelihood, Overdispersion, Gamma distribution, Generalized linear model. |
Publisher URL | http://www.stat.tugraz.at/AJS/ausg062+3/Welcome.html |
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