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.
2009
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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/353654
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