MAXIMUM LIKELIHOOD ESTIMATION IN LOG-LINEAR MODELS

• 成果类型: Article
• 署名作者: Fienberg, Stephen E.; Rinaldo, Alessandro
• 署名单位: Carnegie Mellon University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/12-AOS986
• 发表日期: 2012
• 页码: 996-1023
• 关键词: exponential-families; contingency-tables; geometry

摘要

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and investigate estimability of the natural and mean-value parameters under a nonexistent MLE. Our conditions focus on the role of sampling zeros in the observed table. We situate our results within the framework of extended exponential families, and we exploit the geometric properties of log-linear models. We propose algorithms for extended maximum likelihood estimation that improve and correct the existing algorithms for log-linear model analysis.