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A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data

โœ Scribed by M. Hamada and S. K. Tse


Book ID
125789529
Publisher
Blackwell Publishing
Year
1988
Tongue
English
Weight
434 KB
Volume
50
Category
Article
ISSN
0035-9246

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We show that a non-identifiability problem can occur when one attempts to estimate the degrees of freedom and the unstructured covariance matrix simultaneously in a Gaussian-inverted Wishart model, using the maximum likelihood approach. However, the EM algorithm may falsely converge to give finite e