| 含缺失数据线性模型回归系数的约束EM算法 |
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| 引用本文： | 沈启霞,刘心声.含缺失数据线性模型回归系数的约束EM算法[J].南京大学学报(自然科学版),2007,24(1):122-131. |
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| 作者姓名： | 沈启霞 刘心声 |
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| 作者单位： | 南京航空航天大学理学院，南京航空航天大学理学院 南京 210016，南京 210016 |
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| 摘 要： | 应用EM算法求含缺失数据的约束线性模型回归系数的极大似然估计,该回归系数满足线性不等式约束.我们提出M-步的优化算法,并针对正态模型讨论EM序列的收敛性,最后举例说明算法的应用.
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| 关 键 词： | 缺失数据 EM算法 极大似然估计 线性不等式约束. |
| 修稿时间： | 2006年6月12日 |
THE RESTRICTED EM ALGORITHM FOR REGRESSION COEFFICIENTS OF THE LINEAR MODEL WITH MISSING DATA |
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| Shen Qixia,Liu Xinsheng.THE RESTRICTED EM ALGORITHM FOR REGRESSION COEFFICIENTS OF THE LINEAR MODEL WITH MISSING DATA[J].Journal of Nanjing University: Nat Sci Ed,2007,24(1):122-131. |
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| Authors: | Shen Qixia Liu Xinsheng |
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| Abstract: | The paper gives the maximum likelihood estimators of regression coefficients in the con- strained linear model which have missing data by using EM algorithm,here the constraints are given by linear inequalities.We propose an optimization algorithm of M-step and discuss some convergence properties of the EM sequence for the normal model.Finally,the suggested algorithm is illustrated by a numerical example. |
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| Keywords: | missing data EM algorithm maximum likelihood estimators linear inequalities constraints |
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