9.6 Suppose PX-EM is used to find the ML estimate of in Example 8.10. Further suppose

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9.6 Suppose PX-EM is used to find the ML estimate of θ in Example 8.10.

Further suppose that SEM is applied to the sequence of PX-EM iterates, assuming the algorithm was EM. Would the resulting estimated of standard errors more likely be over or underestimates of the corresponding asymptotic standard errors? Explain your reasoning.

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Statistical Analysis With Missing Data

ISBN: 9780470526798

3rd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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