Digital Access to Scholarship at Harvard (DASH) (Harvard University) · 1977 · 4.5K citations · 0 references
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Public HealthBiostatisticsBayesian Data AnalysisStatistical ModelingStatisticsLikelihood EstimationMaximum Likelihood EstimationMissing Data HandlingMissing Data ImputationMissing Data MethodsStatistical InferenceEm AlgorithmEstimation Under CensoringExpectation-maximization AlgorithmFinite Mixture ModelsLikelihood For Missing DataMissing Data AnalysisMonotone ConvergenceVariance Component Estimation
A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behavior of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situations, applications to grouped, censored or truncated data, finite mixture models, variance component estimation, hyperparameter estimation, iteratively reweighted least squares and factor analysis.