Πλοήγηση ανά Συγγραφέα "Mitsopoulos, Georgios D."
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Τεκμήριο Maximum likelihood estimation for overdispersed binomial and multinomial data through an EM algorithmMitsopoulos, Georgios D.; Karlis, Dimitris; Athens University of Economics and Business, Department of StatisticsThe phenomenon of overdispersion is encountered very often when analyzing binomial/ multinomial data. Failure to take account of it may lead to inaccurate standard errors and misleading inference for the parameters of interest. A variety of models has been proposed to provide a solution to this problem,amongst of which are mixture models. The application of the latter, though,has been limited to a large extent by the complexity of the computations involved in fitting them. Hence, in the present thesis, logistic regression models based on beta-binomial and Dirichlet-multinomial distributions are presented, in order to fit overdispersed binomial and multinomial data,respectively. Interest is raised on the application of an Expectation-Maximization algorithm for finding maximum likelihood estimates, which proves to be a quite useful tool when trying to avoid computational difficulties that arise from applying these mixture models.