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Applied Economics Letters Volume 9, 2002 - Issue 12
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Original Articles

Restricted EM algorithm with application to probit models

Sunil K. Sapra
Pages 779-781 | Published online: 06 Oct 2010

References

  • Dempster , A. P. , Laird , N. M. and Rubin , D. B. 1977 . Maximum likelihood estimation from incomplete data via the EM algorithm (with discussion) . Journal of the Royal Statistical Society, Series B , 39 : 1 – 38 .
  • Greene , W. H. 1997 . Econometric Analysis , NJ : Prentice Hall .
  • Gujarati , D. N. 1988 . Basic Econometrics , NY : McGraw-Hill .
  • Little , R. J. A. and Rubin , D. B. 1987 . Statistical Analysis with Missing Data , New York : Wiley .
  • Louis , T. A. 1982 . Finding the observed information matrix when using the EM algorithm . Journal of the Royal Statistical Society B , 44 : 226 – 233 .
  • McLachlan , G. J. and Krishnan , T. 1997 . The EM Algorithm and Extensions , New York : Wiley .
  • Schafer , J. L. 1997 . Analysis of Incomplete Multivariate Data , London : Chapman & Hall .
  • Spector , L. and Mazzeo , M. 1980 . Probit Analysis and Economic Education . Journal of Economic Education , 11 : 37 – 44 .

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