Publicação
Comparison of mixture and classification maximum likelihood approaches in poisson regression models
| Resumo: | In this work, we propose to compare two algorithms to compute maximum likelihood estimators of the parameters of a mixture Poisson regression models. To estimate these parameters, we may use the EM algorithm in a mixture approach or the CEM algorithm in a classification approach. The comparison of the two procedures was done through a simulation study of the performance of these approaches on simulated data sets in a target number of iterations. Simulation results show that the CEM algorithm is a good alternative to the EM algorithm for fitting Poisson mixture regression models, having the advantage of converging more quickly. |
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| Autores principais: | Faria, Susana |
| Outros Autores: | Soromenho, Gilda |
| Assunto: | Maximum likelihood estimation EM algorithm Classification EM algorithm Mixture poisson regression models Simulation study |
| Ano: | 2008 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | In this work, we propose to compare two algorithms to compute maximum likelihood estimators of the parameters of a mixture Poisson regression models. To estimate these parameters, we may use the EM algorithm in a mixture approach or the CEM algorithm in a classification approach. The comparison of the two procedures was done through a simulation study of the performance of these approaches on simulated data sets in a target number of iterations. Simulation results show that the CEM algorithm is a good alternative to the EM algorithm for fitting Poisson mixture regression models, having the advantage of converging more quickly. |
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