This paper discusses the maximum likelihood estimate of β under linear inequalities A0β≥ a in a linear model with missing data, proposes the restricted EM algo rithm and proves the convergence.
基金We would like to thank the referees for many useful suggestions on the earlier draft of the manuscript.This work was supported by the National Natural Foundation of China(Grant Nos.10431010,10329102&10371015)the Science and Technology Keystone Fund of MOE,China(Grant Nos.104070&00041)+1 种基金EYTP,the Distinguished Young Scholars Science Research Program of Jilin Province(Grant No.20030113)Young Teacher's Foundation of Northeast Normal University,China.
文摘This paper discusses the maximum likelihood estimate of β under linear inequalities A0β≥ a in a linear model with missing data, proposes the restricted EM algo rithm and proves the convergence.
