Sr. Lipsitz et al., OBTAINING THE MAXIMUM-LIKELIHOOD-ESTIMATES IN INCOMPLETE R X C CONTINGENCY-TABLES USING A POISSON GENERALIZED LINEAR-MODEL, Journal of computational and graphical statistics, 7(3), 1998, pp. 356-376
This article describes estimation of the cell probabilities in an R x
C contingency table with ignorable missing data. Popular methods for m
aximizing the incomplete data likelihood are the EM-algorithm and the
Newton-Raphson algorithm. Both of these methods require some modificat
ion of existing statistical software to get the MLEs of the cell proba
bilities as well as the variance estimates. We make the connection bet
ween the multinomial and Poisson likelihoods to show that the MLEs can
be obtained in any generalized linear models program without addition
al programming or iteration loops.