The EM algorithm for graphical association models with missing data

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Abstract

It is shown how the computational scheme of Lauritzen and Spiegelhalter (1988) can be exploited to perform the E-step of the EM algorithm when applied to finding maximum likelihood estimates or penalized maximum likelihood estimates in hierarchical log-linear models and recursive models for contingency tables with missing data. The generalization to mixed association models introduced in Lauritzen and Wermuth (1989) and Edwards (1990) is indicated.
Original languageEnglish
JournalComputational Statistics & Data Analysis
Volume19
Issue number2
Pages (from-to)191-201
Number of pages11
ISSN0167-9473
DOIs
Publication statusPublished - 1995
Externally publishedYes

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