Publication details for Jochen EinbeckEinbeck, Jochen & Hinde, John (2006). A note on NPML estimation for exponential family regression models with unspecified dispersion parameter. Austrian Journal of Statistics 35(2&3): 233-243.
- Publication type: Journal Article
- ISSN/ISBN: 1026-597X
- Keywords: EM Algorithm, Random Effect Models, Nonparametric Maximum Likelihood, Overdispersion, Gamma distribution, Generalized linear model
- Further publication details on publisher web site
- Durham Research Online (DRO) - may include full text
Author(s) from Durham
Nonparametric maximum likelihood (NPML)
estimation for exponential families with unspecified dispersion
parameter \phi suffers from computational instability, which can
lead to highly fluctuating EM trajectories and suboptimal
solutions, in particular when \phi is allowed to vary over
mixture components. In this paper, a damped version of the EM
algorithm is proposed to cope with these problems.