Search Results - subject:"E-M algorithm"

Capital inflow-terms of trade "nexus" : Does it lead to financial crisis?

Basak, Gopal Krishna; Pranab Kumar Das; Rohit, Allena - In: Economic modelling 65 (2017), pp. 18-29

Persistent link: https://www.econbiz.de/10011813544

A Joint Latent-Class Model: Combining Likert-Scale Preference Statements With Choice Data to Harvest Preference Heterogeneity

Breffle, William; Morey, Edward; Thacher, Jennifer - In: Environmental & Resource Economics 50 (2011) 1, pp. 83-110

Persistent link: https://www.econbiz.de/10009327735

Using Angler Characteristics and Attitudinal Data to Identify Environmental Preference Classes: A Latent-Class Model

Morey, Edward; Thacher, Jennifer; Breffle, William - In: Environmental & Resource Economics 34 (2006) 1, pp. 91-115

estimated as function of observable characteristics of the individual. Estimation is with the expectation–maximization (E–M …) algorithm, a technique new to environmental economics that can be used to do maximum-likelihood estimation with incomplete …

Persistent link: https://www.econbiz.de/10005681067

A maximum likelihood methodology for clusterwise linear regression

DeSarbo, Wayne S.; Cron, William L. - 1988

methodology is introduced together with the E-M algorithm utilized for parameter estimation. A Monte Carlo analysis is performed …

Persistent link: https://www.econbiz.de/10009476646

A Disaggregate Negative Binomial Regression Procedure for Count Data Analysis

Ramaswamy, Venkatram; Anderson, Eugene W.; DeSarbo, Wayne S. - In: Management Science 40 (1994) 3, pp. 405-417

groups cross-sections while estimating a separate negative binomial regression model for each group. An E-M algorithm is …

Persistent link: https://www.econbiz.de/10009208525

A latent class procedure for the structural analysis of two-way compositional data

DeSarbo, Wayne; Ramaswamy, Venkatram; Lenk, Peter - In: Journal of Classification 10 (1993) 2, pp. 159-193

Persistent link: https://www.econbiz.de/10005602941

Laplace-Weibull Mixtures for Modeling Price Changes

Rachev, S. T.; SenGupta, A. - In: Management Science 39 (1993) 8, pp. 1029-1038

B. Mandelbrot and E. Fama in the sixties, and W. Ziemba in the seventies, suggested stable laws for modeling stock returns and commodity prices. Geometric stable distributions, with Laplace distribution playing the role of a "normal" law, have been found to give better fit to such data. We study...

Persistent link: https://www.econbiz.de/10009191127

A maximum likelihood methodology for clusterwise linear regression

DeSarbo, Wayne; Cron, William - In: Journal of Classification 5 (1988) 2, pp. 249-282

Persistent link: https://www.econbiz.de/10005602909