- Abstract:
-
The two main algorithms that have been considered for fitting constrained marginal models to discrete data, one based on Lagrange multipliers and the other on a regression model, are studied in detail. It is shown that the updates produced by the two methods are identical, but that the Lagrangian method is more efficient in the case of identically distributed observations. A generalization is given of the regression algorithm for modelling the effect of exogenous individual-level covariates, ...
Expand abstract - Publication status:
- Published
- Publisher copy:
- 10.1016/j.csda.2013.02.001
-
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- Journal:
- Computational statistics and data analysis
- Volume:
- 66
- Pages:
- 1-7
- Publication date:
- 2013-10-05
- DOI:
- ISSN:
-
0167-9473
- URN:
-
uuid:817ee305-5c8a-4233-a011-e0fb4ce8f480
- Source identifiers:
-
453447
- Local pid:
- pubs:453447
- Language:
- English
- Keywords:
- Copyright date:
- 2013
Journal article
Two algorithms for fitting constrained marginal models.
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