Direct calculation of the information matrix via the EM

D. Oakes

Journal of the Royal Statistical Society Series B, 1999, vol. 61, issue 2, 479-482

Abstract: A simple explicit formula is provided for the matrix of second derivatives of the observed data log‐likelihood in terms of derivatives of the criterion function (conditional expectation of the complete data log‐likelihood given the observed data) invoked by the EM algorithm.

Date: 1999
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