We develop a suitable reweighting approach to deal with outliers when maximum-likelihood estimation is used to estimate latent class models. In such a context, the EM algorithm is used and the presence of singularities and spurious local maxima is common. The proposed method is motivated by an application aimed at finding clusters of offending behaviours.

Bartolucci, F., Francis, B., Pandolfi, S., Pennoni, F. (2015). Robust maximum likelihood estimation of latent class models. In Proceedings Vol. 1 30th International Workshop on Statistical Modelling (pp.94-99).

Robust maximum likelihood estimation of latent class models

PENNONI, FULVIA
2015

Abstract

We develop a suitable reweighting approach to deal with outliers when maximum-likelihood estimation is used to estimate latent class models. In such a context, the EM algorithm is used and the presence of singularities and spurious local maxima is common. The proposed method is motivated by an application aimed at finding clusters of offending behaviours.
abstract + slide
Categorical data, expectation-maximization algorithm, local maxima, outliers, trimmed log-likelihood
English
30th International Workshop on Statistical Modelling
2015
Friedl, H; Wagner, H
Proceedings Vol. 1 30th International Workshop on Statistical Modelling
2015
2015
1
94
99
http://ifas.jku.at/iwsm2015/
none
Bartolucci, F., Francis, B., Pandolfi, S., Pennoni, F. (2015). Robust maximum likelihood estimation of latent class models. In Proceedings Vol. 1 30th International Workshop on Statistical Modelling (pp.94-99).
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/92392
Citazioni
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
Social impact