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Article: Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data
Title | Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data |
---|---|
Authors | |
Keywords | Confidence Intervals Convergence Ecm Algorithm Inequality Constraints Linear Mixed Models Maximum Likelihood Estimation |
Issue Date | 2012 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi |
Citation | Journal Of Statistical Planning And Inference, 2012, v. 142 n. 11, p. 2926-2942 How to Cite? |
Abstract | In this paper, we consider a multivariate linear model with complete/incomplete data, where the regression coefficients are subject to a set of linear inequality restrictions. We first develop an expectation/. conditional maximization (ECM) algorithm for calculating restricted maximum likelihood estimates of parameters of interest. We then establish the corresponding convergence properties for the proposed ECM algorithm. Applications to growth curve models and linear mixed models are presented. Confidence interval construction via the double-bootstrap method is provided. Some simulation studies are performed and a real example is used to illustrate the proposed methods. © 2012 Elsevier B.V.. |
Persistent Identifier | http://hdl.handle.net/10722/172500 |
ISSN | 2021 Impact Factor: 1.095 2020 SCImago Journal Rankings: 0.622 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zheng, S | en_US |
dc.contributor.author | Guo, J | en_US |
dc.contributor.author | Shi, NZ | en_US |
dc.contributor.author | Tian, GL | en_US |
dc.date.accessioned | 2012-10-30T06:22:49Z | - |
dc.date.available | 2012-10-30T06:22:49Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.citation | Journal Of Statistical Planning And Inference, 2012, v. 142 n. 11, p. 2926-2942 | en_US |
dc.identifier.issn | 0378-3758 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172500 | - |
dc.description.abstract | In this paper, we consider a multivariate linear model with complete/incomplete data, where the regression coefficients are subject to a set of linear inequality restrictions. We first develop an expectation/. conditional maximization (ECM) algorithm for calculating restricted maximum likelihood estimates of parameters of interest. We then establish the corresponding convergence properties for the proposed ECM algorithm. Applications to growth curve models and linear mixed models are presented. Confidence interval construction via the double-bootstrap method is provided. Some simulation studies are performed and a real example is used to illustrate the proposed methods. © 2012 Elsevier B.V.. | en_US |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jspi | en_US |
dc.relation.ispartof | Journal of Statistical Planning and Inference | en_US |
dc.subject | Confidence Intervals | en_US |
dc.subject | Convergence | en_US |
dc.subject | Ecm Algorithm | en_US |
dc.subject | Inequality Constraints | en_US |
dc.subject | Linear Mixed Models | en_US |
dc.subject | Maximum Likelihood Estimation | en_US |
dc.title | Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data | en_US |
dc.type | Article | en_US |
dc.identifier.email | Tian, GL: gltian@hku.hk | en_US |
dc.identifier.authority | Tian, GL=rp00789 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1016/j.jspi.2012.04.018 | en_US |
dc.identifier.scopus | eid_2-s2.0-84862993966 | en_US |
dc.identifier.hkuros | 225945 | - |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-84862993966&selection=ref&src=s&origin=recordpage | en_US |
dc.identifier.volume | 142 | en_US |
dc.identifier.issue | 11 | en_US |
dc.identifier.spage | 2926 | en_US |
dc.identifier.epage | 2942 | en_US |
dc.identifier.isi | WOS:000306863800004 | - |
dc.publisher.place | Netherlands | en_US |
dc.identifier.scopusauthorid | Zheng, S=7403146780 | en_US |
dc.identifier.scopusauthorid | Guo, J=35307009400 | en_US |
dc.identifier.scopusauthorid | Shi, NZ=7004451232 | en_US |
dc.identifier.scopusauthorid | Tian, GL=25621549400 | en_US |
dc.identifier.citeulike | 10847447 | - |
dc.identifier.issnl | 0378-3758 | - |