Maximization by Parts in Likelihood Inference
似然推断中的分部最大化
This article presents and examines a new algorithm for solving a score equation for the maximum likelihood estimate in certain problems of practical interest. The method circumvents the need to compute second-order derivatives of the full likelihood function. It exploits the structure of certain models that yield a natural decomposition of a very complicated likelihood function. In this decomposition, the first part is a log-likelihood from a simply analyzed model, and the…