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Local Maximum

To: s-news <s-news@lists.biostat.wustl.edu>
Subject: Local Maximum
From: Dimitris Rizopoulos <jimsailgr@yahoo.gr>
Date: Fri, 9 May 2003 18:12:46 +0100 (BST)
Dear S+ users,

I am fitting a latent trait model (factor analysis model for binary
data) using the EM algorithm!!

After fitting the model with many different sets of initial values, I
observed that there is a local maximun in the log-likelihood. For some
sets of initial values the EM algorithm does not "fall" in the local
maximum but for others it does!!

Is there any way the log-likelihood to overcome that local maximum, in
the EM algorithm?

Thanks in advance for your suggestions,
Dimitris

=====
Dimitris K. Rizopoulos 
ERASMUS Graduate Student
International Study Program in Statistics
Katholieke Universiteit Leuven
Belgium
http://www.kuleuven.ac.be/ucs/isps/

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