Maximum Likelihood Estimation in a Mixture Regression Model Using the Continuation Method

Hideo HIROSE  Yoshio KOMORI  

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E86-A   No.5   pp.1256-1265
Publication Date: 2003/05/01
Online ISSN: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Numerical Analysis and Optimization
Newton-Raphson,  simplex method,  power-law,  Weibull distribution,  Weibull-power-law,  

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To an extremely difficult problem of finding the maximum likelihood estimates in a specific mixture regression model, a combination of several optimization techniques is found to be useful. These algorithms are the continuation method, Newton-Raphson method, and simplex method. The simplex method searches for an approximate solution in a wider range of the parameter space, then a combination of the continuation method and the Newton-Raphson method finds a more accurate solution. In this paper, this combination method is applied to find the maximum likelihood estimates in a Weibull-power-law type regression model.