EM | R Documentation |
The EM method is an iterative algorithm used for maximum likelihood estimation or maximum posterior probability estimation of parameters in probabilistic models with hidden variables. It is essentially a method for estimating parameters, based on existing sample data, to estimate parameter values that are consistent with the model.
EM(data,df1,maxiter)
data |
The real data sets with missing data used in the method |
df1 |
The real data sets used in the method |
maxiter |
The maximum number of iterations |
Y01 |
The response variable value after projection |
Yhat |
The estimated response variable value after projection |
Guangbao Guo,Yu Li
set.seed(99)
library(MASS)
library(mvtnorm)
n=50;p=6;q=5;M=2;omega=0.15;ratio=0.1;maxiter=15;nob=round(n-(n*ratio))
dd.start=1;sigma2_e.start=1
X0=matrix(runif(n*p,0,2),ncol=p)
beta=matrix(rnorm(p*1,0,3),nrow=p)
Z0=matrix(runif(n*q,2,3),ncol=q)
e=matrix(rnorm(n*1,0,sigma2_e.start),n,1)
b=matrix(rnorm(q*1,0,1),q,1)
Y0=X0
df1=data.frame(Y=Y0,X=X0,Z=Z0)
misra=function(data,ratio){
nob=round(n-(n*ratio))
data[sample(n,n-nob),1]=NA
return(data)}
data=misra(data=df1,ratio=0.1)
EM(data,df1,maxiter=15)
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