Maximum likelihood estimation in log-linear models
Abstract
We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and investigate estimability of the natural and mean-value parameters under a nonexistent MLE. Our conditions focus on the role of sampling zeros in the observed table. We situate our results within the framework of extended exponential families, and we exploit the geometric properties of log-linear models. We propose algorithms for extended maximum likelihood estimation that improve and correct the existing algorithms for log-linear model analysis.
Cite
@article{arxiv.1104.3618,
title = {Maximum likelihood estimation in log-linear models},
author = {Stephen E. Fienberg and Alessandro Rinaldo},
journal= {arXiv preprint arXiv:1104.3618},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOS986 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)