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Direct calculation of the information matrix via the EM
Author(s) -
Oakes D.
Publication year - 1999
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00188
Subject(s) - simple (philosophy) , matrix (chemical analysis) , likelihood function , algorithm , function (biology) , mathematics , maximum likelihood , data matrix , computer science , statistics , estimation theory , philosophy , materials science , epistemology , evolutionary biology , composite material , biology , clade , biochemistry , chemistry , gene , phylogenetic tree
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.