本文研究缺失数据下对数线性模型参数的极大似然估计问题.通过Monte-CarloEM算法去拟合所提出的模型.其中,在期望步中利用Metropolis—Hastings算法产生一个缺失数据的样本,在最大化步中利用Newton—Raphson迭代使似然函数最大化.最后,利用观测数据的Fisher信息得到参数极大似然估计的渐近方差和标准误差.
In this paper,a geometric response and normal covariace model for the missing data are assumed. We fit the model using the Monte Carlo EM(Expectation and Maximization) algorithm. The E-step is derived by Metropolis-Hastings algorithm to generate a sample for missing data, and the M-Step is done by Newton-Raphson to maximize the likelihood function. Asymptotic variances and the standard errors of the MLE of parameters are derived using the observed Fisher information.