Comparison of mixture and classification maximum likelihood approaches in poisson regression models
Autor: | Faria, Susana, Soromenho, Gilda |
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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 |
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