期刊名称：Proceedings of the National Academy of Sciences
印刷版ISSN：0027-8424
电子版ISSN：1091-6490
出版年度：1998
卷号：95
期号：13
页码：7270-7274
DOI：10.1073/pnas.95.13.7270
语种：English
出版社：The National Academy of Sciences of the United States of America
摘要：We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.
关键词：incomplete data ; maximum likelihood estimation ; measurement error
