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Estimation for dirichlet mixed models

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  • Steve Leeds
  • Alan E. Gelfand

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.

Suggested Citation

  • Steve Leeds & Alan E. Gelfand, 1989. "Estimation for dirichlet mixed models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 36(2), pages 197-214, April.
    • Handle: RePEc:wly:navres:v:36:y:1989:i:2:p:197-214
    DOI: 10.1002/1520-6750(198904)36:23.0.CO;2-6
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    References listed on IDEAS

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    1. D. A. Williams, 1982. "Extra‐Binomial Variation in Logistic Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 144-148, June.
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    1. A. E. Gelfand & J. Glaz & L. Kuo & T.‐M. Lee, 1992. "Inference for the maximum cell probability under multinomial sampling," Naval Research Logistics (NRL), John Wiley & Sons, vol. 39(1), pages 97-114, February.

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