Publications [#258295] of Alan E. Gelfand

Papers Published

1. Gelfand, AE; Leeds, S, Estimation for Dirichlet Mixed Models, Naval Research Logistics Quart., vol. 36 no. 2 (1989), pp. 197-214, WILEY [doi]
   (last updated on 2023/06/01)

   Abstract:
   Dirichlet mixed models find wide application. Estimation is usually achieved through the method of moments. Here we present an iterative hybrid algorithm for obtaining the maximum likelihood estimate employing both modified Newton‐Raphson and E‐M methods. This successful MLE algorithm enables calculation of a jack‐knife MLE. Simulation comparison of the three estimates is provided. The MLE substantially improves upon the moments estimator particularly with increasing dimension. The jack‐knife MLE in turn offers dramatic improvement over the MLE. Copyright © 1989 Wiley Periodicals, Inc., A Wiley Company