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The restricted EM algorithm under linear inequalities in a linear model with missing data |
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| Authors: | Zheng?Shurong |
| Institution: | 1. School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China;Institute of Mathematics, Jilin University, Changchun 130012, China 2. School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China |
| Abstract: | This paper discusses the maximum likelihood estimate of β under linear inequalities A 0β ≥ a in a linear model with missing data, proposes the restricted EM algorithm and proves the convergence. |
| Keywords: | EM algorithm linear model maximum likelihood estimate missing data |
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