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Efficient and direct estimation of the variance–covariance matrix in EM algorithm with interpolation method
Journal of Statistical Planning and Inference
◽
10.1016/j.jspi.2020.06.005
◽
2021
◽
Vol 211
◽
pp. 119-130
Author(s):
Lili Yu
◽
Ding-Geng Chen
◽
Jun Liu
Keyword(s):
Em Algorithm
◽
Covariance Matrix
◽
Interpolation Method
◽
Direct Estimation
◽
Variance Covariance Matrix
Download Full-text
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Cited By
References
General Formulas for Obtaining the MLEs and the Asymptotic Variance- Covariance Matrix in Mapping Quantitative Trait Loci When Using the EM Algorithm
Biometrics
◽
10.2307/2533965
◽
1997
◽
Vol 53
(2)
◽
pp. 653
◽
Cited By ~ 75
Author(s):
Chen-Hung Kao
◽
Zhao-Bang Zeng
Keyword(s):
Quantitative Trait Loci
◽
Em Algorithm
◽
Covariance Matrix
◽
Quantitative Trait
◽
Asymptotic Variance
◽
The Em Algorithm
◽
Trait Loci
◽
Variance Covariance Matrix
Download Full-text
Faculty Opinions recommendation of Accounting for Mutation Effects in the Additive Genetic Variance-Covariance Matrix and Its Inverse.
Faculty Opinions – Post-Publication Peer Review of the Biomedical Literature
◽
10.3410/f.727871506.793534900
◽
2017
◽
Author(s):
Charles Baer
Keyword(s):
Covariance Matrix
◽
Genetic Variance
◽
Additive Genetic Variance
◽
Variance Covariance Matrix
Download Full-text
Inadmissibility of the Best Equivariant Estimator of the Variance-Covariance Matrix, the Precision Matrix, and the Generalized Variance: A Study.
10.21236/ada177099
◽
1986
◽
Author(s):
Bismal K. Sinha
Keyword(s):
Covariance Matrix
◽
Precision Matrix
◽
Equivariant Estimator
◽
Generalized Variance
◽
Variance Covariance Matrix
Download Full-text
B Calculation of the Marginal Variance-Covariance Matrix
Linear Mixed Models
◽
10.1201/b17198-18
◽
2014
◽
pp. 423-424
Keyword(s):
Covariance Matrix
◽
Variance Covariance Matrix
Download Full-text
ances and covariances obtained from REML are normally distributed with expectation vector and variance-covariance matrix equal to the fol-low ing, r espectiv ely, When σˆ > 0.04, let νˆ = δˆ + σˆ + σˆ − 2ωˆ + σˆ − (1 + c (7.6) be an estimate for the (7.3) reference-scaled metric in accordance with FDA Guidance (2001) and using a REML UN model. Then (Patter-son, 2003; Patterson and Jones, 2002b), this estimate is asymptotically normally distributed and unbiased with E[νˆ ] = δ +σ − (1 + c and Var[νˆ ] = 4σ + l + 4l + (1 + c ) (l )+ 2l −2(1+c − 2(1+c +4(1+c −2(1+c . Similarly, for the constant-scaled metric, when σˆ ≤ 0.04, νˆ = δˆ + σˆ + σˆ − 2ωˆ + σˆ − σˆ − 0.04(c ) (7.7) E[νˆ ] = δ +σ − 0.04(c ) Var[νˆ ] = 4σ + l + 4l + 2l − 2l − 4l + 4l − 2l . The required asymptotic upper bound √ of the 90% confidence interval can √ then be calculated as νˆ + 1.645× V̂ ar[νˆ ] or νˆ + 1.645× V̂ ar[νˆ ], where the variances are obtained by ‘plugging in’ the estimated values of the variances and covariances obtained from SAS proc mixed into the formulae for Var[νˆ ] or Var[νˆ ]. The necessary SAS code to do this is given in Appendix B. The output reveals that σˆ = 0.0714 and the upper bound is−0.060 for log(AUC). For log(Cmax), σˆ = 0.1060 and the upper bound is −0.055. As both of these upper bounds are below zero, IBE can be claimed.
Design and Analysis of Cross-Over Trials
◽
10.1201/9781420036091-22
◽
2003
◽
pp. 367-367
Keyword(s):
Confidence Interval
◽
Covariance Matrix
◽
Upper Bound
◽
Upper Bounds
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Fda Guidance
◽
Asymptotic Upper Bound
◽
Variance Covariance Matrix
◽
Normally Distributed
Download Full-text
A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
Economics Letters
◽
10.1016/j.econlet.2011.07.018
◽
2011
◽
Vol 113
(3)
◽
pp. 241-243
◽
Cited By ~ 5
Author(s):
Stephen G. Donald
◽
Yu-Chin Hsu
Keyword(s):
Covariance Matrix
◽
Linear Inequality
◽
Inequality Constraints
◽
Unknown Parameters
◽
Linear Inequality Constraints
◽
Variance Covariance Matrix
Download Full-text
Appendix B: Approximation of the Variance-Covariance Matrix for the Predicted Probabilities from Results of the Multinomial Logit Model
Survival Analysis
◽
10.1002/9781118307656.app2
◽
2012
◽
pp. 407-409
Keyword(s):
Covariance Matrix
◽
Logit Model
◽
Multinomial Logit Model
◽
Multinomial Logit
◽
Variance Covariance Matrix
Download Full-text
THE STRUCTURE OF THE VARIANCE–COVARIANCE MATRIX
Portfolio Theory
◽
10.1016/b978-0-12-680780-6.50022-2
◽
1980
◽
pp. 185-186
Keyword(s):
Covariance Matrix
◽
Variance Covariance Matrix
Download Full-text
Variance-Covariance Matrix
Dictionary of Statistics & Methodology
◽
10.4135/9781412983907.n2057
◽
2015
◽
Keyword(s):
Covariance Matrix
◽
Variance Covariance Matrix
Download Full-text
Variance-Covariance Matrix
10.1007/springerreference_61182
◽
2011
◽
Cited By ~ 1
Keyword(s):
Covariance Matrix
◽
Variance Covariance Matrix
Download Full-text
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