RECOVERING EXTRA-BINOMIAL VARIATION

被引：5

作者：

GOUTIS, C

机构：

[1] University College London, Gower Street, London

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1993年 / 45卷 / 3-4期

关键词：

MAXIMUM LIKELIHOOD ESTIMATION; EM ALGORITHM; LOGISTIC REGRESSION; MOMENTS APPROXIMATION;

D O I：

10.1080/00949659308811483

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

A hierarchical legit-normal model for analysis of binary data with extra-binomial variation is examined. A method of approximate maximum likelihood estimation of the parameters is proposed. The method uses the EM algorithm and approximations to facilitate its implementation are derived. Approximate standard errors of the estimates are provided and a numerical example is used to illustrate the method.

引用

页码：233 / 242

页数：10

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