The restricted EM algorithm under linear inequalities in a linear model with missing data

被引:5
作者
Zheng, SR
Shi, NZ [1 ]
Guo, JH
机构
[1] NE Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China
[2] Jilin Univ, Inst Math, Changchun 130012, Peoples R China
来源
SCIENCE IN CHINA SERIES A-MATHEMATICS | 2005年 / 48卷 / 06期
关键词
EM algorithm; linear model; maximum likelihood estimate; missing data;
D O I
10.1360/03ys0275
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper discusses the maximum likelihood estimate of beta under linear inequalities A(0)beta >= a in a linear model with missing data, proposes the restricted EM algorithm and proves the convergence.
引用
收藏
页码:819 / 828
页数:10
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