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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/65489

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/65489

Title:	Constrained Maximum Likelihood Estimation of Cell Probabilities under Local Odds Ratio Constraints
Authors:	Kuo, Hsun-chih 郭訓志
Contributors:	統計系
Keywords:	Constrained MLE;Local Odds Ratio Constraints;Lagrangian.
Date:	2013.09
Issue Date:	2014-04-17 17:44:43 (UTC+8)
Abstract:	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.
Relation:	Advanced Science Letters,19(9), 2778-2781
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1166/asl.2013.5010
DOI:	10.1166/asl.2013.5010
Appears in Collections:	[統計學系] 期刊論文

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