Statistical Papers

, Volume 54, Issue 3, pp 727–739

Maximum likelihood estimation for ordered expectations of correlated binary variables

Authors

    • Department of StatisticsUniversity of Economics
Open AccessRegular Article

DOI: 10.1007/s00362-012-0458-x

Cite this article as:
Gamrot, W. Stat Papers (2013) 54: 727. doi:10.1007/s00362-012-0458-x

Abstract

A multivariate binary distribution that incorporates the correlation between individual variables is considered. The availability of auxiliary information taking the form of simple ordering constraints on their expected values is assumed. The problem of constructing constraint-preserving estimates for expectations is formulated as conditional maximization of convex likelihood function for corresponding multinomial distribution with suitably chosen restrictions. Starting values for convex optimization algorithms are proposed. The proposed estimator is consistent under mild assumptions.

Keywords

Binomial parameterInequality constraintsMaximum likelihood

Mathematics Subject Classification (2000)

62F30
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Copyright information

© The Author(s) 2012