摘 要 在對群集類別資料作分析時,找尋混合分配的參數估計是一個重要 的步驟。在Yang and Yu (1999)中曾利用最大概似(MLE)演算法,期望最 大概似(EM)演算法,分類最大概似(CML)演算法及模糊分類最大概似 (FCML)演算法估計多變量伯努力混合型的參數。這篇論文主要是將其 中EM, CML 及FCML 三種演算法推展至迴歸分析上以形容解釋變數對 反應變數的影響。此外,我們只著重於探討二元反應變數的資料,而這 也就是潛在類別類別羅吉斯迴歸模型的分析。接著利用電腦生成數值例 子並藉由推導出的演算法對潛在類別羅吉斯迴歸模型做參數估計,並討 論演算法之數值模擬結果的差異性。
Abstract Mixtures of distributions are used to analyze the grouped categorical data. The estimation of parameters is an important step for mixture distributions. According to Yang and Yu (1999), they described maximum likelihood estimation (MLE) algorithm, expection maximization (EM) algorithm, classification maximum likelihood (CML) algorithm and fuzzy classification maximum likelihood (FCML) algorithm to estimate the parameters of a mixture of multivariate Bernoulli distributions. In this paper, we will extend EM, CML and FCML algorithms to regression analysis to describe the effects of the explanatory variables on the response variable. This paper focus on binary responses about the logistic regression analysis with a latent class model. We then use the extend algorithms to estimate the parameters of the latent class logistic regression model. The numerical comparisons are also made. Finally, we give numerical results for these algorithms.