A note on convergence of an iterative algorithm for semiparametric odds ratio models

• 成果类型: Article
• 署名作者: Chen, Hua Yun
• 署名单位: University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asv024
• 发表日期: 2015
• 页码: 747751
• 关键词: LIKELIHOOD

摘要

This paper points out an error in Davidov and Iliopoulos's (Biometrika 100, 778-80) proof of convergence of an iterative algorithm for the proportional likelihood ratio model. It is shown that the iterative algorithm increases the likelihood in each iteration and converges under mild additional conditions when the odds ratio function is bounded.