Simple Fitting Algorithms for Incomplete Categorical Data

• Published in: Journal of the Royal Statistical Society. Series B, Statistical methodology Vol. 59; no. 2; pp. 401 - 414
• Main Authors: Molenberghs, Geert, Goetghebeur, Els
• Format: Journal Article
• Language: English
• Published: Oxford, UK and Boston, USA Blackwell Publishers Ltd 1997
• Subjects: Algorithms; coarsened data; EM algorithm; Fisher scoring algorithm; generalized linear models; Linear models; longitudinal data; maximum likelihood estimation; Measurement; missing values; multivariate categorical data; Probability; repeated measures

A popular approach to estimation based on incomplete data is the EM algorithm. For categorical data, this paper presents a simple expression of the observed data log‐likelihood and its derivatives in terms of the complete data for a broad class of models and missing data patterns. We show that using...