In this paper, we propose several initial values for the EM algorithm of maximum likelihood estimates of the parameters in a class of models, called CUB, recently introduced for ordinal data. Specifically, we compare the algorithmic efficiency of each estimator with respect to a naive proposal through a vast simulation experiment. The results confirm a substantial gain in efficiency of the moments estimators over the whole parametric space. Then, some extensions are also discussed and several applications to real data sets are presented.
A comparison of preliminary estimators in a class of ordinal data models / Iannario, Maria. - In: STATISTICA & APPLICAZIONI. - ISSN 1824-6672. - STAMPA. - 7:1(2009), pp. 25-44.
A comparison of preliminary estimators in a class of ordinal data models
IANNARIO, MARIA
2009
Abstract
In this paper, we propose several initial values for the EM algorithm of maximum likelihood estimates of the parameters in a class of models, called CUB, recently introduced for ordinal data. Specifically, we compare the algorithmic efficiency of each estimator with respect to a naive proposal through a vast simulation experiment. The results confirm a substantial gain in efficiency of the moments estimators over the whole parametric space. Then, some extensions are also discussed and several applications to real data sets are presented.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.