• Title/Summary/Keyword: maximum penalized likelihood

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A Ridge-type Estimator For Generalized Linear Models (일반화 선형모형에서의 능형형태의 추정량)

  • Byoung Jin Ahn
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.75-82
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    • 1994
  • It is known that collinearity among the explanatory variables in generalized linear models inflates the variance of maximum likelihood estimators. A ridge-type estimator is presented using penalized likelihood. A method for choosing a shrinkage parameter is discussed and this method is based on a prediction-oriented criterion, which is Mallow's $C_L$ statistic in a linear regression setting.

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A Density-based Clustering Method

  • Ahn, Sung Mahn;Baik, Sung Wook
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.715-723
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    • 2002
  • This paper is to show a clustering application of a density estimation method that utilizes the Gaussian mixture model. We define "closeness measure" as a clustering criterion to see how close given two Gaussian components are. Closeness measure is defined as the ratio of log likelihood between two Gaussian components. According to simulations using artificial data, the clustering algorithm turned out to be very powerful in that it can correctly determine clusters in complex situations, and very flexible in that it can produce different sizes of clusters based on different threshold valuesold values

Semiparametric Approach to Logistic Model with Random Intercept (준모수적 방법을 이용한 랜덤 절편 로지스틱 모형 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1121-1131
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    • 2015
  • Logistic models with a random intercept are useful to analyze longitudinal binary data. Traditionally, the random intercept of the logistic model is assumed to be parametric (such as normal distribution) and is also assumed to be independent to variables. Such assumptions are very strong and restricted for application to real data. Recently, Garcia and Ma (2015) derived semiparametric efficient estimators for logistic model with a random intercept without these assumptions. Their estimator shows the consistency where we do not assume any parametric form for the random intercept. In addition, the method is computationally simple. In this paper, we apply this method to analyze toenail infection data. We compare the semiparametric estimator with maximum likelihood estimator, penalized quasi-likelihood estimator and hierarchical generalized linear estimator.