对于大型稀缺应急表的分类边际模型的最大增强实证概率估计
L Andries van der Ark1, Wicher P Bergsma2, Letty Koopman3
1Research Institute of Child Development and Education, University of Amsterdam, P.O. Box 15776, 1001, NG, Amsterdam, The Netherlands. L.A.vanderArk@uva.nl.
Psychometrika
|September 26, 2023
概括
最大增强的经验概率 (MAEL) 估计为分析大,稀疏的分类数据提供了解决方案. 这种新方法克服了复杂模型最大实证概率 (MEL) 的局限性.
科学领域:
- 统计 统计 统计 统计
- 计算统计学 计算统计学
- 数据分析 数据分析
背景情况:
- 分类边际模型 (CMM) 对于依赖性分类数据是有效的,当依赖性不是主要关注点时.
- 对于CMM的最大概率 (ML) 估计,由于指数级增长的应急表,随着变量数量的增加,它变得在计算上不可行.
- 最大实证概率 (MEL) 估计提供了一个具有最佳异面效率的替代方案,但与大,稀疏的表格作斗争.
研究的目的:
- 解决最大实证概率 (MEL) 估计在大型,稀疏的应急表中的分解.
- 为分类边际模型 (CMM) 引入一种新的估计方法,该方法对于大型数据集在计算上是可行的.
- 为分析复杂的分类数据结构提供强大的统计工具.
主要方法:
- 最大增强经验概率 (MAEL) 估计的发展.
- MAEL涉及用精心挑选的细胞增强经验概率支持.
- 为了评估MAEL的性能,进行了模拟研究.
主要成果:
- 经验最大概率 (MEL) 估计被证明对大型,稀疏的应急表是不可靠的.
- 拟议的最大增强实证概率 (MAEL) 方法证明了有限样本的良好性能.
- 即使对非常大的应急表来说,MAEL也有效,克服了以前方法的局限性.
结论:
- 最大增强经验概率 (MAEL) 估计为CMM提供了可行的和强大的最大概率 (ML) 和最大经验概率 (MEL) 的替代方案.
- 在传统方法失败的情况下,MAEL特别适合分析大型和稀疏的分类数据集.
- 拟议的方法提高了CMM在复杂的统计建模场景中的适用性.
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