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Comparison of Step-Wise and Exact Maximum Likelihood Estimations on Cell Probabilities of Contingency Table
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 Title & Authors
Comparison of Step-Wise and Exact Maximum Likelihood Estimations on Cell Probabilities of Contingency Table
Lee, Sang-Eun; Kang, Kee-Hoon; Jeung, Seok-O; Shin, Key-Il;
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 Abstract
In multinomial scheme with step-wise sampling, maximum likelihood estimates of multinomial probabilities are improved when some frequencies are merged. In this study, for cell probabilities in a I by J independent contingency tables, exact MLE and step-wise estimation methods are applied and the results are compared using MSE and Bias.
 Keywords
Step-wise sampling;maximum likelihood estimation;contingency table;Newton-Raphson method;
 Language
Korean
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 References
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Blumenthal, S. (1968). Multinomial sampling with partially categorized data, The Journal of the American Statistical Association, 63, 542-551. crossref(new window)

2.
Hocking, R. R. and Oxspring, H. H. (1971). Maximum likelihood estimation with incomplete multinomial data, The Journal of American Statistical Association, 66, 65-70. crossref(new window)

3.
Lee, S. E. and Park, C. J. (1999). A note on estimation of multinomial probabilities when some frequency counts are merged, The Korean Communication in Statistics, 6, 327-336.

4.
Park C. J., Shin, K. -I., Kim-Park, Y. and Lee, S. (2006). A note on Bayes estimates of multinomial probabilities under step-wise sampling, The Journal of Applied Probability & Statistics, 1, 101-114.