On maximum likelihood estimation for log-linear models with non-ignorable non-response
On maximum likelihood estimation for log-linear models with non-ignorable non-response
Non-response boundary solutions occur in log-linear models with non-ignorable non-response. We prove existence and uniqueness of maximum likelihood estimates under weak conditions, and their consistency and asymptotic normality. This contrasts with findings for boundary solutions in log-linear models for sparse tables.
boundary solutions, categorical data, consistency, informative non-response, normal approximation
441-448
Clarke, Paul S.
7f5256f9-da31-4af8-8c93-ebb6cdb0037e
Smith, Peter W.F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
2005
Clarke, Paul S.
7f5256f9-da31-4af8-8c93-ebb6cdb0037e
Smith, Peter W.F.
961a01a3-bf4c-43ca-9599-5be4fd5d3940
Clarke, Paul S. and Smith, Peter W.F.
(2005)
On maximum likelihood estimation for log-linear models with non-ignorable non-response.
Statistics and Probability Letters, 73 (4), .
(doi:10.1016/j.spl.2005.04.019).
Abstract
Non-response boundary solutions occur in log-linear models with non-ignorable non-response. We prove existence and uniqueness of maximum likelihood estimates under weak conditions, and their consistency and asymptotic normality. This contrasts with findings for boundary solutions in log-linear models for sparse tables.
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Published date: 2005
Keywords:
boundary solutions, categorical data, consistency, informative non-response, normal approximation
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Local EPrints ID: 34769
URI: http://eprints.soton.ac.uk/id/eprint/34769
ISSN: 0167-7152
PURE UUID: dc67c9f5-d40f-453c-84bb-51ecc8a75cd8
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Date deposited: 16 May 2006
Last modified: 16 Mar 2024 02:42
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Paul S. Clarke
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