學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

題名 Constrained Maximum Likelihood Estimation of Cell Probabilities under Local Odds Ratio Constraints
作者 Kuo, Hsun-chih
郭訓志
貢獻者 統計系
關鍵詞 Constrained MLE; Local Odds Ratio Constraints; Lagrangian.
日期 2013.09
上傳時間 17-Apr-2014 17:44:43 (UTC+8)
摘要 When natural odds ratio ordering exists in a contingency table, it is desirable to incorporate the natural ordering into estimation of the cell probability in a contingency table. In this study, the constrained MLEs of the cell probabilities under local odds ratio constraints are studied. A lagrangian multiplier approach equipped with the Matrix Rule is considered. In addition, an iterative algorithm is also proposed to find the constrained MLE. The proposed two approaches based on the constrained MLEs of cell probabilities are compared with likelihood ratio ordering approach. We found that all three approaches give identical solution, but the proposed approaches can be extended to more general settings.
關聯 Advanced Science Letters,19(9), 2778-2781
資料類型 article
DOI http://dx.doi.org/10.1166/asl.2013.5010
dc.contributor 統計系en_US
dc.creator (作者) Kuo, Hsun-chihen_US
dc.creator (作者) 郭訓志zh_TW
dc.date (日期) 2013.09en_US
dc.date.accessioned 17-Apr-2014 17:44:43 (UTC+8)-
dc.date.available 17-Apr-2014 17:44:43 (UTC+8)-
dc.date.issued (上傳時間) 17-Apr-2014 17:44:43 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/65489-
dc.description.abstract (摘要) When natural odds ratio ordering exists in a contingency table, it is desirable to incorporate the natural ordering into estimation of the cell probability in a contingency table. In this study, the constrained MLEs of the cell probabilities under local odds ratio constraints are studied. A lagrangian multiplier approach equipped with the Matrix Rule is considered. In addition, an iterative algorithm is also proposed to find the constrained MLE. The proposed two approaches based on the constrained MLEs of cell probabilities are compared with likelihood ratio ordering approach. We found that all three approaches give identical solution, but the proposed approaches can be extended to more general settings.en_US
dc.format.extent 154 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Advanced Science Letters,19(9), 2778-2781en_US
dc.subject (關鍵詞) Constrained MLE; Local Odds Ratio Constraints; Lagrangian.en_US
dc.title (題名) Constrained Maximum Likelihood Estimation of Cell Probabilities under Local Odds Ratio Constraintsen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1166/asl.2013.5010en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1166/asl.2013.5010en_US