EM算法对缺失数据极大似然估计实证研究.pdfVIP

Statistics and Application 统计学与应用, 2018, 7(2), 210-220 Published Online April 2018 in Hans. /journal/sa /10.12677/sa.2018.72025 An Empirical Study on Maximum Likelihood Estimation of Missing Data by EM Algorithm Lei Li, Aixiang Chen, Zanjie Yao College of Statistics and Mathematics, Guangdong University of Finance Economics, Guangzhou Guangdong st st th Received: Apr. 1 , 2018; accepted: Apr. 21 , 2018; published: Apr. 28 , 2018 Abstract The maximum likelihood estimation of missing data by EM is a basic method to deal with missing data. In this paper based on the maximum likelihood estimation method based on EM, was filled with the EM method for a class of random missing data sets; the results show that in 10%, 20%, 30%, three different loss rate, the relative error of EM method to fill up the missing data is less than 0.1, showing a high accuracy under the condition of low the loss rate. Further, the EM method is applied to the missing data in the actual questionnaire survey, and the influence of the survey results before and after the complement is analyzed. Keywords EM Algorithm, Maximum Likelihood Estimation, Missing Data, Random Deletion EM算法对缺失数据极大似然估计的实证研究 黎 镭，陈蔼祥，姚赞杰 广东财经大学，统计与数学学院，广东 广州 收稿日期：2018年4月1 日；录用日期：2018年4月21 日；发布日期：2018年4月28 日 摘 要 用EM方法对缺失数据进行极大似然估计是处理缺失数据的一种基本方法。本文在介绍基于EM的极大似 然估计方法基础上，对一类随机缺失数据集用EM方法进行补齐，结果表明在10%、20%、30%三种不 同缺失率下，EM方法进行缺失数据补齐的相对误差均小于0.1，呈现出低缺失率情况下的高准确性的特 文章引用: 黎镭, 陈蔼祥, 姚赞杰. EM 算法对缺失数据极大似然估计的实证研究[J]. 统计学与应用, 2018, 7(2): 210-220. DOI: 10.12677/sa.2018.72025 黎镭 等 点。进一步将EM方法应用于对实际问卷调查中的缺失数据进行补齐，对补齐前后调查结果的影响进行了 分析。 关键词 EM算法，极大似然估计，缺失数据