Abstract
Summary: In this paper, we propose an estimation method when sample data are incomplete. We decompose the likelihood according to missing patterns and combine the estimators based on each likelihood weighting by the Fisher information ratio. This approach provides a simple way of estimating parameters, especially for non-monotone missing data. Numerical examples are presented to illustrate this method.
| Original language | English |
|---|---|
| Pages (from-to) | 271-283 |
| Number of pages | 13 |
| Journal | Australian and New Zealand Journal of Statistics |
| Volume | 55 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2013 Sep 1 |
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All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
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Simplified maximum likelihood inference based on the likelihood decomposition for missing data. / Jung, Sangah; Park, Sangun.
In: Australian and New Zealand Journal of Statistics, Vol. 55, No. 3, 01.09.2013, p. 271-283.Research output: Contribution to journal › Article
TY - JOUR
T1 - Simplified maximum likelihood inference based on the likelihood decomposition for missing data
AU - Jung, Sangah
AU - Park, Sangun
PY - 2013/9/1
Y1 - 2013/9/1
N2 - Summary: In this paper, we propose an estimation method when sample data are incomplete. We decompose the likelihood according to missing patterns and combine the estimators based on each likelihood weighting by the Fisher information ratio. This approach provides a simple way of estimating parameters, especially for non-monotone missing data. Numerical examples are presented to illustrate this method.
AB - Summary: In this paper, we propose an estimation method when sample data are incomplete. We decompose the likelihood according to missing patterns and combine the estimators based on each likelihood weighting by the Fisher information ratio. This approach provides a simple way of estimating parameters, especially for non-monotone missing data. Numerical examples are presented to illustrate this method.
UR - http://www.scopus.com/inward/record.url?scp=84886876101&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84886876101&partnerID=8YFLogxK
U2 - 10.1111/anzs.12040
DO - 10.1111/anzs.12040
M3 - Article
VL - 55
SP - 271
EP - 283
JO - Australian and New Zealand Journal of Statistics
JF - Australian and New Zealand Journal of Statistics
SN - 1369-1473
IS - 3
ER -