Skip Navigation

Biometrika 1982 69(3):657-660; doi:10.1093/biomet/69.3.657
© 1982 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by RUBIN, D. B.
Right arrow Articles by SZATROWSKI, T. H.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

MISCELLANEA

Finding maximum likelihood estimates of patterned covariance matrices by the EM algorithm

DONALD B. RUBIN and TED H. SZATROWSKI

Educational Testing Service, Princeton New Jersey, U.S.A.
Graduate School of Management, Rutgers University Newark, New Jersey, U.S.A

Some patterned covariance matrices used to model multivariate normal data that do not have explicit maximum likelihood estimates can be viewed as submatrices of larger patterned covariance matrices that do have explicit maximum likelihood estimates. In such cases, the smaller covariance matrix can be viewed as the covariance matrix for observed variables and the larger covariance matrix can be viewed as the covariance matrix for both observed and missing variables. The advantage of this perspective is that the em algorithm can be used to calculate the desired maximum likelihood estimates for the original problem. Two examples are presented.

Key Words: Circular symmetry • EM algorithm • Maximum likelihood • Missing data • Patterned covariance matrix • Stationary covariance


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 JOURNAL OF EDUCATIONAL AND BEHAVIORAL STATISTICSHome page
J. De Leeuw and I. Kreft
Random Coefficient Models for Multilevel Analysis
Journal of Educational and Behavioral Statistics, January 1, 1986; 11(1): 57 - 85.
[Abstract] [PDF]

Home page
 JOURNAL OF EDUCATIONAL AND BEHAVIORAL STATISTICSHome page
P. W. Holland and D. T. Thayer
Section Pre-Equating in the Presence of Practice Effects
Journal of Educational and Behavioral Statistics, January 1, 1985; 10(2): 109 - 120.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.