Einbeck, J. and Hinde, J. (2006) 'A note on NPML estimation for exponential family regression models with unspecified dispersion parameter.', Austrian journal of statistics., 35 (2&3). pp. 233-243.
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.
|Keywords:||EM algorithm, Random effect models, Nonparametric maximum likelihood, Overdispersion, Gamma distribution, Generalized linear model.|
|Full text:||(VoR) Version of Record|
Download PDF (270Kb)
|Publisher Web site:||http://www.stat.tugraz.at/AJS/ausg062+3/Welcome.html|
|Date accepted:||No date available|
|Date deposited:||29 September 2008|
|Date of first online publication:||June 2006|
|Date first made open access:||No date available|
Save or Share this output
|Look up in GoogleScholar|