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Statistics and Computing

, Volume 20, Issue 1, pp 75–86 | Cite as

Maximum likelihood computation for fitting semiparametric mixture models

  • Yong WangEmail author
Article

Abstract

Three general algorithms that use different strategies are proposed for computing the maximum likelihood estimate of a semiparametric mixture model. They seek to maximize the likelihood function by, respectively, alternating the parameters, profiling the likelihood and modifying the support set. All three algorithms make a direct use of the recently proposed fast and stable constrained Newton method for computing the nonparametric maximum likelihood of a mixing distribution and employ additionally an optimization algorithm for unconstrained problems. The performance of the algorithms is numerically investigated and compared for solving the Neyman-Scott problem, overcoming overdispersion in logistic regression models and fitting two-level mixed effects logistic regression models. Satisfactory results have been obtained.

Keywords

Constrained optimization Maximum likelihood computation Mixed effects Neyman-Scott problem Profile likelihood Semiparametric mixture 

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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Department of StatisticsThe University of AucklandAucklandNew Zealand

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