Estimating Poisson pseudo-maximum-likelihood rather than log-linear model of a log-transformed dependent variable
نویسندگان
چکیده
منابع مشابه
Maximum Likelihood Estimation in Log-linear
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and investigate estimability of the natural and mean-value parameters under a nonexistent MLE. Our conditions focus on the role of sampling zeros in the observed table...
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This document contains supplementary material to the article “Maximum Likelihood Estimation in LogLinear Models” by S.E. Fienberg and A. Rinaldo, henceforth referred to as FR. In section 2 we provide the proofs to some of the results announced in the article. Throughout, we assume familiarity with basic notions of polyhedral geometry: see Ziegler (1998), Schrijver (1998) and Rockafellar (1970) ...
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We use the theory developed in FR to derive efficient algorithms for extended maximum likelihood estimation in log-linear models under Poisson and product multinomial schemes. The restriction to these sampling schemes is motivated by a variety of reasons. First, these schemes encode sampling constraints that arise most frequently in practice. In particular, these are the sampling schemes practi...
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ژورنال
عنوان ژورنال: RAUSP Management Journal
سال: 2019
ISSN: 2531-0488,2531-0488
DOI: 10.1108/rausp-05-2019-0110