DASSOC
swMATH ID:  27806 
Software Authors:  Haberman, Shelby J. 
Description:  The DASSOC program uses the modified NewtonRaphson algorithm for association models described in the Haberman 1994 paper, ”Computation of MaximumLikelihood Estimates in Association Models.”: In association models for crossclassified data, computation of maximum likelihood estimates (MLE’s) is relatively difficult due to the nonlinear constraints on the parameters. Currently available procedures based on the scoring algorithm for constrained maximum likelihood are relatively unreliable, and other cyclic procedures are relatively slow and do not provide estimated asymptotic standard deviations as byproducts of calculations. To facilitate computations, it is noted that in standard association models removal of constraints results in underidentification of parameters but does not affect the model itself, so that the MLE’s of cell probabilities and conditional probabilities are unaffected. Given this observation, maximum likelihood estimation may be accomplished by unconstrained maximization of an objective function with two components: a loglikelihood ratio and a sum of squares representing deviations of parameters from their constraints. The objective function is then maximized by using a modification of the NewtonRaphson algorithm that ensures that successive iterations increase the objective function whenever a local maximum has not been reached. The proposed algorithm is shown to be reliable and relatively rapid. In addition, it is shown that the proposed technique may be used to estimate asymptotic standard deviations of parameter estimates. Use of the algorithm in practice is illustrated through some standard examples of association models. 
Homepage:  http://lib.stat.cmu.edu/general/dassoc 
Keywords:  association models; nonlinear constraints; maximum likelihood estimation; loglikelihood ratio; sum of squares; NewtonRaphson algorithm; algorithm; asymptotic standard deviations of parameter estimates 
Related Software:  AS 253; Fahrmeir; SAS; PROC NLMIXED; VGAM; LINPACK; AS 7; AS 6; MIXOR 
Referenced in:  8 Publications 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

Computation of maximum likelihood estimates in association models. Zbl 0867.62050 Haberman, Shelby J. 
1995

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top 5
Referenced by 14 Authors
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top 5
Referenced in 6 Serials
3  Computational Statistics and Data Analysis 
1  Psychometrika 
1  Journal of the American Statistical Association 
1  Journal of Classification 
1  Test 
1  Australian & New Zealand Journal of Statistics 
Referenced in 3 Fields
8  Statistics (62XX) 
2  Numerical analysis (65XX) 
1  Computer science (68XX) 