Computer and Modernization

Previous Articles     Next Articles

EM Algorithm Amendment of Zero-and-one Inflated Binomial Mixture Regression Model

  

  1. (1. School of Science, Xi’an Aerotechnical University, Xi’an 710077, China;
    2. School of Economics and Finance of Xi’an Jiaotong University, Xi’an 710049, China)
  • Received:2017-09-12 Online:2018-04-03 Published:2018-04-03

Abstract: This paper proposes a zero-and-one inflated regression model with “heterogeneity”. Since standard EM algorithm will make the parameter estimates converge to local optimum, this paper introduces the MCEM algorithm to address this shortcoming, then the estimation of parameter is setted up for the zero-and-one inflated binomial mixture regression model. Finally, the corresponding simulation is given to illustrate the proposed method.

Key words: zero-and-one inflation, mixture regression, acceleration of MCEM algorithm

CLC Number: