Direct calculation of the information matrix via the EM
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- Di Mari, Roberto & Bakk, Zsuzsa & Oser, Jennifer & Kuha, Jouni, 2023. "A two-step estimator for multilevel latent class analysis with covariates," LSE Research Online Documents on Economics 119994, London School of Economics and Political Science, LSE Library.
- De Blander, Rembert, 2020. "Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 3-29.
- Hartley, Roger & Lanot, Gauthier, 2006. "Heterogeneous demand responses to discrete price changes: an application to the purchase of lottery tickets," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 859-877, February.
- Qingyang Liu & Xianzheng Huang & Haiming Zhou, 2024. "The Flexible Gumbel Distribution: A New Model for Inference about the Mode," Stats, MDPI, vol. 7(1), pages 1-16, March.
- Budhi Arta Surya, 2021. "Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling," Papers 2108.01243, arXiv.org, revised Jul 2022.
- Chong-Zhi Di & Karen Bandeen-Roche, 2011. "Multilevel Latent Class Models with Dirichlet Mixing Distribution," Biometrics, The International Biometric Society, vol. 67(1), pages 86-96, March.
- Shu Yang & Jae Kwang Kim, 2016. "Likelihood-based Inference with Missing Data Under Missing-at-Random," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 436-454, June.
- McLain, Alexander C. & Zgodic, Anja & Bondell, Howard, 2025. "Efficient sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 207(C).
- Poncela, Pilar & Ruiz, Esther & Miranda, Karen, 2021.
"Factor extraction using Kalman filter and smoothing: This is not just another survey,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1399-1425.
- Poncela, Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra, 2020. "Factor extraction using Kalman filter and smoothing: this is not just another survey," DES - Working Papers. Statistics and Econometrics. WS 30644, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Dalila Failli & Maria Francesca Marino & Francesca Martella, 2025. "A Novel Approach for Biclustering Bipartite Networks: An Extension of Finite Mixtures of Latent Trait Analyzers," Journal of Classification, Springer;The Classification Society, vol. 42(3), pages 492-516, November.
- Bartolucci, Francesco & Pandolfi, Silvia & Pennoni, Fulvia, 2025. "On a class of finite mixture models that includes hidden Markov models," Journal of Multivariate Analysis, Elsevier, vol. 208(C).
- Alessio Farcomeni, 2015. "Latent class recapture models with flexible behavioural response," Statistica, Department of Statistics, University of Bologna, vol. 75(1), pages 5-17.
- Jouni Kuha & Jonathan Jackson, 2014.
"The item count method for sensitive survey questions: modelling criminal behaviour,"
Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(2), pages 321-341, February.
- Kuha, Jouni & Jackson, Jonathan, 2014. "The item count method for sensitive survey questions: modelling criminal behaviour," LSE Research Online Documents on Economics 48069, London School of Economics and Political Science, LSE Library.
- Maria Giovanna Ranalli & Fulvia Pennoni & Francesco Bartolucci & Antonietta Mira, 2025. "When non-response makes estimates from a census a small area estimation problem: the case of the survey on graduates’ employment status in Italy," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 19(2), pages 515-543, June.
- Yong Li & Zeng Tao & Jun Yu, "undated".
"Robust Deviance Information Criterion for Latent Variable Models,"
Working Papers
CoFie-04-2012, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Yong Li & Tao Zeng & Jun Yu, 2012. "Robust Deviance Information Criterion for Latent Variable Models," Working Papers 30-2012, Singapore Management University, School of Economics.
- Zhou, Lin & Tang, Yayong, 2021. "Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007.
"A linear demand system within a seemingly unrelated time series equations framework,"
Empirical Economics, Springer, vol. 32(1), pages 105-124, April.
- Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003. "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers 345, Statistics Norway, Research Department.
- Turner, Rolf, 2008. "Direct maximization of the likelihood of a hidden Markov model," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4147-4160, May.
- Rosaria Simone, 2021. "An accelerated EM algorithm for mixture models with uncertainty for rating data," Computational Statistics, Springer, vol. 36(1), pages 691-714, March.
- Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
- Giorgio Eduardo Montanari & Marco Doretti & Maria Francesca Marino, 2022. "Model-based two-way clustering of second-level units in ordinal multilevel latent Markov models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(2), pages 457-485, June.
- Yuzhu Tian & Manlai Tang & Yanchao Zang & Maozai Tian, 2018. "Quantile regression for linear models with autoregressive errors using EM algorithm," Computational Statistics, Springer, vol. 33(4), pages 1605-1625, December.
- Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2014. "A new approach to measuring and studying the characteristics of class membership: The progress of poverty, inequality and polarization of income classes in urban China," Working Papers tecipa-521, University of Toronto, Department of Economics.
- David Aristei & Silvia Bacci & Francesco Bartolucci & Silvia Pandolfi, 2021. "A bivariate finite mixture growth model with selection," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(3), pages 759-793, September.
- Gauthier Lanot, 2002.
"On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture,"
Keele Economics Research Papers
KERP 2002/07, Centre for Economic Research, Keele University.
- Gauthier Lanot, 2002. "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Econometrics 0211001, University Library of Munich, Germany.
- Deb Partha & Trivedi Pravin K., 2013.
"Finite Mixture for Panels with Fixed Effects,"
Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 35-51, July.
- Partha Deb & Pravin Trivedi, 2011. "Finite Mixture for Panels with Fixed Effects," Economics Working Paper Archive at Hunter College 432, Hunter College Department of Economics.
- Deb, P & Trivedi, P, 2011. "Finite Mixture for Panels with Fixed Effects," Health, Econometrics and Data Group (HEDG) Working Papers 11/03, HEDG, c/o Department of Economics, University of York.
- Linda Möstel & Marius Pfeuffer & Matthias Fischer, 2020. "Statistical inference for Markov chains with applications to credit risk," Computational Statistics, Springer, vol. 35(4), pages 1659-1684, December.
- Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai, 2016. "Estimation of linear composite quantile regression using EM algorithm," Statistics & Probability Letters, Elsevier, vol. 117(C), pages 183-191.
- R. Philip Chalmers, 2018. "Model-Based Measures for Detecting and Quantifying Response Bias," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 696-732, September.
- Greig Smith & Goncalo dos Reis, 2017. "Robust and Consistent Estimation of Generators in Credit Risk," Papers 1702.08867, arXiv.org, revised Oct 2017.
- Björn Andersson & Tao Xin, 2021. "Estimation of Latent Regression Item Response Theory Models Using a Second-Order Laplace Approximation," Journal of Educational and Behavioral Statistics, , vol. 46(2), pages 244-265, April.
- Sanjeev K Tomer & M S Panwar & Himanshu Rai, 2025. "A Latent Variable Approach to the Analysis of Progressively Hybrid Censored Masked Data," Methodology and Computing in Applied Probability, Springer, vol. 27(4), pages 1-28, December.
- Felix Zimmer & Clemens Draxler & Rudolf Debelak, 2023. "Power Analysis for the Wald, LR, Score, and Gradient Tests in a Marginal Maximum Likelihood Framework: Applications in IRT," Psychometrika, Springer;The Psychometric Society, vol. 88(4), pages 1249-1298, December.
- Roberto Mari & Zsuzsa Bakk & Jennifer Oser & Jouni Kuha, 2023. "A two-step estimator for multilevel latent class analysis with covariates," Psychometrika, Springer;The Psychometric Society, vol. 88(4), pages 1144-1170, December.
- Robben, Jens & Barigou, Karim & Kleinow, Torsten, 2025. "Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach," LIDAM Discussion Papers ISBA 2025006, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
- Nguyen, Thu Thuy & Mentré, France, 2014. "Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 57-69.
- Li, Yong & Yu, Jun & Zeng, Tao, 2020. "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, vol. 216(2), pages 450-493.
- Bacci, Silvia & Bartolucci, Francesco & Pieroni, Luca, 2012. "A causal analysis of mother’s education on birth inequalities," MPRA Paper 38754, University Library of Munich, Germany.
- Marius Pfeuffer & Goncalo dos Reis & Greig smith, 2018. "Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations," Papers 1809.09889, arXiv.org, revised Feb 2020.
- Anderson, Gordon & Farcomeni, Alessio & Pittau, Maria Grazia & Zelli, Roberto, 2016. "A new approach to measuring and studying the characteristics of class membership: Examining poverty, inequality and polarization in urban China," Journal of Econometrics, Elsevier, vol. 191(2), pages 348-359.
- Yilong Zhang & Xiaoxia Han & Yongzhao Shao, 2021. "The ROC of Cox proportional hazards cure models with application in cancer studies," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(2), pages 195-215, April.
- Mogens Bladt & Michael SØrensen, 2009. "Efficient estimation of transition rates between credit ratings from observations at discrete time points," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 147-160.
- Roberto Colombi & Sabrina Giordano & Maria Kateri, 2024. "Hidden Markov models for longitudinal rating data with dynamic response styles," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(1), pages 1-36, March.
- Framba, Matteo & Vinciotti, Veronica & Wit, Ernst C., 2024. "Latent event history models for quasi-reaction systems," Computational Statistics & Data Analysis, Elsevier, vol. 198(C).
- Giorgio E. Montanari & Marco Doretti, 2019. "Ranking Nursing Homes’ Performances Through a Latent Markov Model with Fixed and Random Effects," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 146(1), pages 307-326, November.
- Tan, Ming & Tian, Guo-Liang & Wang Ng, Kai, 2006. "Hierarchical models for repeated binary data using the IBF sampler," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1272-1286, March.
- Herwig Friedl & Göran Kauermann, 2000. "Standard Errors for EM Estimates in Generalized Linear Models with Random Effects," Biometrics, The International Biometric Society, vol. 56(3), pages 761-767, September.
- Zhao, Xiujie & Chen, Piao & Gaudoin, Olivier & Doyen, Laurent, 2021. "Accelerated degradation tests with inspection effects," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1099-1114.
- Kaiqiong Zhao & Karim Oualkacha & Lajmi Lakhal‐Chaieb & Aurélie Labbe & Kathleen Klein & Antonio Ciampi & Marie Hudson & Inés Colmegna & Tomi Pastinen & Tieyuan Zhang & Denise Daley & Celia M.T. Green, 2021. "A novel statistical method for modeling covariate effects in bisulfite sequencing derived measures of DNA methylation," Biometrics, The International Biometric Society, vol. 77(2), pages 424-438, June.
- Regier Michael D. & Moodie Erica E. M., 2016. "The Orthogonally Partitioned EM Algorithm: Extending the EM Algorithm for Algorithmic Stability and Bias Correction Due to Imperfect Data," The International Journal of Biostatistics, De Gruyter, vol. 12(1), pages 65-77, May.
- Yuzhu Tian & Manlai Tang & Maozai Tian, 2016. "A class of finite mixture of quantile regressions with its applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1240-1252, July.
- Scott Monroe, 2019. "Estimation of Expected Fisher Information for IRT Models," Journal of Educational and Behavioral Statistics, , vol. 44(4), pages 431-447, August.
- F. Bartolucci & A. Farcomeni & F. Pennoni, 2014.
"Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 433-465, September.
- Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia, 2012. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," MPRA Paper 39023, University Library of Munich, Germany.
- Printechapat, Tanes & Aiewsakun, Pakorn & Krityakierne, Tipaluck, 2025. "Caged Markov process – A continuous-time framework for modeling a constrained Markov process within a freely-evolving Markov process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 230(C), pages 350-369.
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