Parameter Estimation under Constraints for Multivariate Normal Distributions with Incomplete Data.

Zoppe, Alice; Buu, Yuh-Pey Anne; Flury, Bernard

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Peer reviewed

ERIC Number: EJ642257

Record Type: Journal

Publication Date: 2001

Pages: N/A

Abstractor: N/A

ISBN: N/A

ISSN: ISSN-1076-9986

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Parameter Estimation under Constraints for Multivariate Normal Distributions with Incomplete Data.

Zoppe, Alice; Buu, Yuh-Pey Anne; Flury, Bernard

Journal of Educational and Behavioral Statistics, v26 n2 p219-32 Sum 2001

Presents an application of the EM-algorithm to two problems of estimation and testing in a multivariate normal distribution with missing data. The two models are tested applying the log-likelihood ratio test. Solves the problem of different and nonmonotone patterns of missing data by introducing suitable transformations and partitions of the data matrix. (Author/SLD)

Descriptors: Estimation (Mathematics), Multivariate Analysis, Statistical Distributions

Publication Type: Journal Articles; Reports - Descriptive

Education Level: N/A

Audience: N/A

Language: English

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Author Affiliations: N/A