Dear all!!
I have an issue in finding EM estimates, I have setup
and EM algorithm for my problem, but it finds
different optimal solutions when starting with
different starting-points of the parameters.
I was curious to know if EM by Dempster and Rubin
asures of convergence to global optimal solution? or
does it depends on the likelihood function?
-My function is based on two stage model with 1st
stage being multinomial and the 2nd stage being
binomial given (n,y) (where n_i's are missing) . and I
am trying to optimize the combined likelihood in the
M-step using "nlminb". E-step consists of just
estimating the n_i's using the expected values in
multinomial distribution.
Any suggestion or reference will be highly
appreciated. I am sorry for being little out of
context question.
Many thanks in advance,
Jag
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