An EM algorithm for a semiparametric finite mixture model

Journal of Statistical Computation and Simulation

Volumn 72, Issue 10, 2002, Pages 791-802

  Zhang, Biao ^a  

^a UNIVERSITY OF TOLEDO   (United States)

Author keywords

EM algorithm; Incomplete data; Logistic regression; Mixture model; Score equation; Semiparametric maximum likelihood; Semiparametric selection bias model

Indexed keywords

EID: 0036810845     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650214669     Document Type: Article

References (14)

1. Anderson, J.A. (1979). Multivariate logistic compounds. Biometrika, 66, 17-26.
2. Dempster, A.P., Laird, N.M. and Rubin, D.B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with discussion). J. Roy. Statist. Soc. Ser. B, 39, 1-38.
3. Hall, P. and Titterington, D.M. (1984). Efficient nonparametric estimation of mixture proportions. J. Roy. Statist. Soc. Ser. B, 46, 465-473.
4. Hosmer, D.W. (1973). A comparison of iterative maximum likelihood estimates of the parameters of a mixture of two normal distributions under three types of sample. Biometrics, 29, 761-770.
5. Gilbert, P., Lele, S. and Vardi, Y. (1999). Maximum likelihood estimation in semiparametric selection bias models with application to AIDS vaccine trials. Biometrika, 86, 27-43.
6. McLachlan, G.J. and Basford, K.E. (1988). Mixture Models: Inference and Applications to Clustering. Marcel Dekker, New York.
7. McLachlan, G.J. and Krishnan, T. (1997). The EM Algorithm and Extensions. John Wiley & Sons, New York.
8. Meng, X.L. and Rubin, D.B. (1993). Maximum likelihood estimation via the ECM algorithm: a general framework. Biometrika, 80, 267-278.
9. Murray, G.D. and Titterington, D.M. (1978). Estimation problems with data from a mixture. Appl. Statist., 27, 325-334.
10. Qin, J. (1999). Empirical likelihood ratio based confidence intervals for mixture proportions. Ann. Statist., 27, 1368-1384.
11. Qin, J. and Zhang, B. (1997). A goodness of fit test for logistic regression models based on case-control data. Biometrika, 84, 609-618.
12. Titterington, D.M. (1990). Some recent research in the analysis of mixture distributions. Statistics, 21, 619-641.
13. Titterington, D.M., Smith, A.F.M. and Makov, U.E. (1985). Statistical Analysis of Finite Mixture Distributions. John Wiley & Sons, New York.
14. Vardi, Y. (1985). Empirical distribution in selection bias models. Ann. Statist., 13, 178-203.