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A note on convergence of an iterative algorithm for semiparametric odds ratio models

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  • Hua Yun Chen

Abstract

This paper points out an error in Davidov and Iliopoulos's (Biometrika 100, 778–80) proof of convergence of an iterative algorithm for the proportional likelihood ratio model. It is shown that the iterative algorithm increases the likelihood in each iteration and converges under mild additional conditions when the odds ratio function is bounded.

Suggested Citation

  • Hua Yun Chen, 2015. "A note on convergence of an iterative algorithm for semiparametric odds ratio models," Biometrika, Biometrika Trust, vol. 102(3), pages 747-751.
    • Handle: RePEc:oup:biomet:v:102:y:2015:i:3:p:747-751.
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    File URL: http://hdl.handle.net/10.1093/biomet/asv024
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