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A nested expectation-maximization algorithm for latent class models with covariates. (English) Zbl 1412.62067

Summary: We propose a nested em routine which guarantees monotone log-likelihood sequences and improved convergence rates in maximum likelihood estimation of latent class models with covariates.

MSC:

62H12 Estimation in multivariate analysis
62G20 Asymptotic properties of nonparametric inference
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References:

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