**From:** Ted Harding (*Ted.Harding@nessie.mcc.ac.uk*)

**Date:** Thu 13 May 2004 - 02:57:53 EST

**Next message:**Prof Brian Ripley: "Re: [R] missing values imputation"**Previous message:**Ted Harding: "RE: [R] missing values imputation"**In reply to:**Rolf Turner: "Re: [R] missing values imputation"**Next in thread:**Prof Brian Ripley: "Re: [R] missing values imputation"**Reply:**Prof Brian Ripley: "Re: [R] missing values imputation"**Reply:**A.J. Rossini: "Re: [R] missing values imputation"

Message-id: <XFMail.040512175753.Ted.Harding@nessie.mcc.ac.uk>

On 12-May-04 Rolf Turner wrote:

*> Anne Piotet wrote:
*

*>
*

*>> What R functionnalities are there to do missing values imputation
*

*>> (substantial proportion of missing data)? I would prefer to use
*

*>> maximum likelihood methods ; is the EM algorithm implemented? in
*

*>> which package?
*

*>
*

*> The so-called ``EM algorithm'' is ***NOT*** an
*

*> algorithm. It is a methodology or a unifying concept.
*

*> It would be impossible to ``implement'' it. (Except
*

*> possibly by means of some extremely advanced and
*

*> sophisticated Artificial Intelligence software.)
*

Do we understand the same thing by "EM Algorithm"?

The one I'm thinking of -- formulated under that name by Dempster,

Laird and Rubin in 1977 ("Maximum likelihood estimation from incomplete

data via the EM algorithm", JRSS(B) 39, 1-38) -- is indeed an algorithm

in exactly the same sense as any iterative search for the maximum of a

function.

Essentially, in the context of data modelled by an underlying exponential

family distribution where there is incomplete information about the

values which have this distribution, it proceeds by

Start: Choose starting estimates for the parameters of the distribution

E: Using the current parameter values, compute the expected vaues

of the sufficient statistics conditional on the observed information

M: Solve the maximum-likelihood equations (which are functions of the

sufficient statistics) using the expected values computed in (E)

If sufficently converged, stop. Otherwise, make the current parameter

values equal to the values estimated in (M) and return to (E).

Algorithm, this, or not????

And where does "extremely advanced and sophisticated Artificial

Intelligence software" come into it? You can, in some cases, perform

the above EM algorithm by hand.

Which "EM Algorithm" are you thinking of?

Best wishes,

Ted.

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Date: 12-May-04 Time: 17:57:53

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**Next message:**Prof Brian Ripley: "Re: [R] missing values imputation"**Previous message:**Ted Harding: "RE: [R] missing values imputation"**In reply to:**Rolf Turner: "Re: [R] missing values imputation"**Next in thread:**Prof Brian Ripley: "Re: [R] missing values imputation"**Reply:**Prof Brian Ripley: "Re: [R] missing values imputation"**Reply:**A.J. Rossini: "Re: [R] missing values imputation"

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