Comparison of mixture and classification maximum likelihood approaches in poisson regression models

Autor: Faria, Susana, Soromenho, Gilda
Přispěvatelé: Universidade do Minho
Jazyk: angličtina
Rok vydání: 2008
Předmět:
Popis: In this work, we propose to compare two algorithms to compute maximum likelihood estimators of the parameters of a mixture Poisson regression models. To estimate these parameters, we may use the EM algorithm in a mixture approach or the CEM algorithm in a classification approach. The comparison of the two procedures was done through a simulation study of the performance of these approaches on simulated data sets in a target number of iterations. Simulation results show that the CEM algorithm is a good alternative to the EM algorithm for fitting Poisson mixture regression models, having the advantage of converging more quickly.
Fundação para a Ciência e a Tecnologia (FCT)
Databáze: OpenAIRE