search for: eh2new

Displaying 2 results from an estimated 2 matches for "eh2new".

2012 Jul 03
2
EM algorithm to find MLE of coeff in mixed effects model
...ghts.m=weights.mat,beta=beta.old) tempbb[j]=Eh4newv2(datai=data.list[[j]],weights.m=weights.mat,beta=beta.old) } var.new=mean(tempbb) if (ECM==T){var.old=var.new} sumXiXi=matrix(rowSums(sapply(data.list,function(s){t(s$Xi)%*%(s$Xi)})),ncol=ncol(Xi)) tempbb=c() for (j in 1:n) { tempbb=cbind(tempbb,Eh2new(data.list[[j]],weights.m=weights.mat)) } beta.new=solve(sumXiXi)%*%rowSums(tempbb) if (ECM==T){beta.old=beta.new} #update psi tempcc=array(NA,c(2,2,n)) sumtempcc=matrix(0,2,2) for (j in 1:n) { tempcc[,,j]=Eh1new(data.list[[j]],weights.m=weights.mat) sumtempcc=sumtempcc+tempcc[,,j] } psi.new=sumte...
2012 Jul 03
0
need help EM algorithm to find MLE of coeff in mixed effects model
...ts.m=weights.mat,beta=beta.old) tempbb[j]=Eh4newv2(datai=data.list[[j]],weights.m=weights.mat,beta=beta.old) } var.new=mean(tempbb) if (ECM==T){var.old=var.new} sumXiXi=matrix(rowSums(sapply(data.list,function(s){t(s$Xi)%*%(s$Xi)})),ncol=ncol(Xi)) tempbb=c() for (j in 1:n) { tempbb=cbind(tempbb,Eh2new(data.list[[j]],weights.m=weights.mat)) } beta.new=solve(sumXiXi)%*%rowSums(tempbb) if (ECM==T){beta.old=beta.new} #update psi tempcc=array(NA,c(2,2,n)) sumtempcc=matrix(0,2,2) for (j in 1:n) { tempcc[,,j]=Eh1new(data.list[[j]],weights.m=weights.mat) sumtempcc=sumtempcc+tempcc[,,j] } psi.new=sumte...