Open AccessMaximum Likelihood Estimation using the EM Algorithm
Author(s) -
Ahsène Lanani
Publication year - 2021
Publication title -
international journal of research and review
Language(s) - English
Resource type - Journals
eISSN - 2454-2237
pISSN - 2349-9788
DOI - 10.52403/ijrr.20210937
Subject(s) - restricted maximum likelihood , expectation–maximization algorithm , maximum likelihood , maximum likelihood sequence estimation , mathematics , covariance matrix , estimation theory , linear model , covariance , statistics , estimation of covariance matrices , algorithm , estimation , generalized linear mixed model , matrix (chemical analysis) , engineering , materials science , systems engineering , composite material
This paper yields with the Maximum likelihood estimation using the EM algorithm. This algorithm is very used to solve nonlinear equations with missing data. We estimated the linear mixed model parameters and those of the variance-covariance matrix. The considered structure of this matrix is not necessarily linear.Keywords: Algorithm EM; Maximum likelihood; Mixed linear model.