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Problems of Convergence of Maximum Likelihood Iterative Procedures in Multiparameter Situations

 

作者: Nathan Mantel,   Max Myers,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1971)
卷期: Volume 66, issue 335  

页码: 484-491

 

ISSN:0162-1459

 

年代: 1971

 

DOI:10.1080/01621459.1971.10482289

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In multiparameter situations there are important problems of convergence in the solution of maximum likelihood iterative equations. Convergence may be critically dependent on the initial parameter estimates employed. These problems are indicated specifically for a model of exponentially-distributed lifetimes where the reciprocal of the exponential parameter is linearly dependent on various regressor variables. A strategy is suggested based on alternative use of observed or expected values for the sample second derivative of the log likelihood. For the examples shown the initial parameter estimates correspond to no effect for the regressor variables, this being equivalent in some cases to making an unweighted fit to the data.

 

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