AN APPROXIMATION TO MAXIMUM-LIKELIHOOD-ESTIMATES IN REDUCED MODELS
成果类型：
Article
署名作者：
COX, DR; WERMUTH, N
署名单位：
Johannes Gutenberg University of Mainz
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/77.4.747
发表日期：
1990
页码：
747761
关键词：
摘要：
An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed discrete-continuous models.
来源URL：