11.9 Derive the EMalgorithm for the model of Example 11.4 extended with the specification that ????
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11.9 Derive the EMalgorithm for the model of Example 11.4 extended with the specification that ???? ∼ N(0, ????2), where ???? is treated as missing data.
Then consider the case where ????2→∞, yielding a flat prior on ????.
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Related Book For 
Statistical Analysis With Missing Data
ISBN: 9780470526798
3rd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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