Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/20865
Título: | Comparison of EM and SEM algorithms in poisson regression models : a simulation study |
Autor(es): | Faria, Susana Soromenho, Gilda |
Palavras-chave: | EM algorithm Maximum likelihood estimation Simulation study Mixture poisson regression models Stochastic EM algorithm Stochastic EM alg |
Data: | Mai-2012 |
Editora: | Taylor and Francis |
Revista: | Communications in Statistics Part B: Simulation and Computation |
Resumo(s): | In this work, we propose to compare two algorithms to compute maximum likelihood estimates for the parameters of a mixture Poisson regression model: the EM algorithm and the Stochastic EM algorithm. The comparison of the two procedures was done through a simulation study of the performance of these approaches on simulated data sets and real data sets. Simulation results show that the choice of the approach depends essentially on the overlap of the regression lines. In the real data case, we show that the Stochastic EM algorithm resulted in model estimates that best fit the regression model. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/20865 |
DOI: | 10.1080/03610918.2011.594534 |
ISSN: | 0361-0918 |
Versão da editora: | http://www.tandfonline.com/ |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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sfariasoromenho.pdf Acesso restrito! | Documento Principal | 336,3 kB | Adobe PDF | Ver/Abrir |