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arxiv: 1705.03864 · v5 · pith:7GTDSE6Unew · submitted 2017-05-10 · 📊 stat.CO · stat.ME

A nested expectation-maximization algorithm for latent class models with covariates

classification 📊 stat.CO stat.ME
keywords classcovariateslatentlog-likelihoodmodelsnestedalgorithmallows
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We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved convergence rates.

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