Generalized Iterative Scaling for Log-Linear Models
Darroch, J. N. ; Ratcliff, D.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1470-1480 / Harvested from Project Euclid
Say that a probability distribution $\{p_i; i \in I\}$ over a finite set $I$ is in "product form" if (1) $p_i = \pi_i\mu \prod^d_{s=1} \mu_s^{b_si}$ where $\pi_i$ and $\{b_{si}\}$ are given constants and where $\mu$ and $\{\mu_s\}$ are determined from the equations (2) $\sum_{i \in I} b_{si} p_i = k_s, s = 1, 2, \cdots, d$; (3) $\sum_{i \in I} p_i = 1$. Probability distributions in product form arise from minimizing the discriminatory information $\sum_{i \in I} p_i \log p_i/\pi_i$ subject to (2) and (3) or from maximizing entropy or maximizing likelihood. The theory of the iterative scaling method of determining (1) subject to (2) and (3) has, until now, been limited to the case when $b_{si} = 0, 1$. In this paper the method is generalized to allow the $b_{si}$ to be any real numbers. This expands considerably the list of probability distributions in product form which it is possible to estimate by maximum likelihood.
Publié le : 1972-10-14
Classification: 
@article{1177692379,
     author = {Darroch, J. N. and Ratcliff, D.},
     title = {Generalized Iterative Scaling for Log-Linear Models},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1470-1480},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692379}
}
Darroch, J. N.; Ratcliff, D. Generalized Iterative Scaling for Log-Linear Models. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1470-1480. http://gdmltest.u-ga.fr/item/1177692379/