Likelihood estimation for exchangeable multinomial data. Issue 6 (19th March 2017)
- Record Type:
- Journal Article
- Title:
- Likelihood estimation for exchangeable multinomial data. Issue 6 (19th March 2017)
- Main Title:
- Likelihood estimation for exchangeable multinomial data
- Authors:
- Bowman, Dale
George, E. Olusegun - Abstract:
- ABSTRACT: In this article, maximum likelihood estimates of an exchangeable multinomial distribution using a parametric form to model the parameters as functions of covariates are derived. The non linearity of the exchangeable multinomial distribution and the parametric model make direct application of Newton Rahpson and Fisher's scoring algorithms computationally infeasible. Instead parameter estimates are obtained as solutions to an iterative weighted least-squares algorithm. A completely monotonic parametric form is proposed for defining the marginal probabilities that results in a valid probability model.
- Is Part Of:
- Communications in statistics. Volume 46:Issue 6(2017)
- Journal:
- Communications in statistics
- Issue:
- Volume 46:Issue 6(2017)
- Issue Display:
- Volume 46, Issue 6 (2017)
- Year:
- 2017
- Volume:
- 46
- Issue:
- 6
- Issue Sort Value:
- 2017-0046-0006-0000
- Page Start:
- 2882
- Page End:
- 2892
- Publication Date:
- 2017-03-19
- Subjects:
- Completely monotone function -- Exchangeability -- Iterative weighted least squares.
62
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2015.1053934 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 182.xml