On 12-May-04 Rolf Turner wrote: > Anne Piotet wrote: > >> What R functionnalities are there to do missing values imputation >> (substantial proportion of missing data)? I would prefer to use >> maximum likelihood methods ; is the EM algorithm implemented? in >> which package? > > The so-called ``EM algorithm'' is ***NOT*** an > algorithm. It is a methodology or a unifying concept. > It would be impossible to ``implement'' it. (Except > possibly by means of some extremely advanced and > sophisticated Artificial Intelligence software.)
Do we understand the same thing by "EM Algorithm"? The one I'm thinking of -- formulated under that name by Dempster, Laird and Rubin in 1977 ("Maximum likelihood estimation from incomplete data via the EM algorithm", JRSS(B) 39, 1-38) -- is indeed an algorithm in exactly the same sense as any iterative search for the maximum of a function. Essentially, in the context of data modelled by an underlying exponential family distribution where there is incomplete information about the values which have this distribution, it proceeds by Start: Choose starting estimates for the parameters of the distribution E: Using the current parameter values, compute the expected vaues of the sufficient statistics conditional on the observed information M: Solve the maximum-likelihood equations (which are functions of the sufficient statistics) using the expected values computed in (E) If sufficently converged, stop. Otherwise, make the current parameter values equal to the values estimated in (M) and return to (E). Algorithm, this, or not???? And where does "extremely advanced and sophisticated Artificial Intelligence software" come into it? You can, in some cases, perform the above EM algorithm by hand. Which "EM Algorithm" are you thinking of? Best wishes, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 167 1972 Date: 12-May-04 Time: 17:57:53 ------------------------------ XFMail ------------------------------ ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html