A nested expectation–maximization algorithm for latent class models with covariates

Daniele Durante, Antonio Canale and Tommaso Rigon

Statistics & Probability Letters, 2019, vol. 146, issue C, 97-103

Abstract: We propose a nested em routine which guarantees monotone log-likelihood sequences and improved convergence rates in maximum likelihood estimation of latent class models with covariates.

Keywords: em algorithm; Latent class model; Multivariate categorical data; Pólya-gamma (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.10.015

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