Maximum likelihood estimation of multivariate polyserial and polychoric correlation coefficients

Full Maximum Likelihood Estimation of Polychoric and Polyserial Correlations With Missing Data.

This article develops a full maximum likelihood method for obtaining joint estimates of variances and correlations among continuous and polytomous variables with incomplete data which are missing at random with an ignorable missing mechanism. The approach for obtaining the maximum likelihood estimate of the covariance matrix is via a simple confirmatory analysis model with a fixed identity load...

Bayesian and Iterative Maximum Likelihood Estimation of the Coefficients in Logistic Regression Analysis with Linked Data

This paper considers logistic regression analysis with linked data. It is shown that, in logistic regression analysis with linked data, a finite mixture of Bernoulli distributions can be used for modeling the response variables. We proposed an iterative maximum likelihood estimator for the regression coefficients that takes the matching probabilities into account. Next, the Bayesian counterpart...

Quasi-Maximum Likelihood Estimation of Multivariate Diffusions

This paper introduces quasi-maximum likelihood estimator for multivariate diffusions based on discrete observations. A numerical solution to the stochastic differential equation is obtained by higher order Wagner-Platen approximation and it is used to derive the first two conditional moments. Monte Carlo simulation shows that the proposed method has good finite sample property for both normal a...

A Comparison of Maximum Likelihood and Expected A Posteriori Estimation for Polychoric Correlation Using Monte Carlo Simulation

Step change point estimation in the multivariate-attribute process variability using artificial neural networks and maximum likelihood estimation

In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the quality engineers to eliminate the assignable causes through proper corrective actions. In this paper, f...