한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2003년도 춘계 학술발표회 논문집
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- Pages.157-162
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- 2003
Fluctuation of estimates in an EM procedure
- Kim, Seong-Ho (Division of Applied Mathematics, Korea Advanced Institute of Scicence and Technology) ;
- Kim, Sung-Ho (Division of Applied Mathematics, Korea Advanced Institute of Scicence and Technology)
- 발행 : 2003.05.23
초록
Estimates from an EM algorithm are somewhat sensitive to the initial values for the estimates, and it is more likely when the model becomes larger and more complicated. In this article, we examined how the estimates fluctuate during an EM procedure for a recursive model of categorical variables. It is found that the fluctuation takes place mostly during the first half of the procedure and that it can be subdued by applying the Bayesian method of estimation. Both simulation data and real data are used for illustration.