StempCens (Q104447)
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Spatio-Temporal Estimation and Prediction for Censored/Missing Responses
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | StempCens |
Spatio-Temporal Estimation and Prediction for Censored/Missing Responses |
Statements
expanded from: GPL (≥ 2) (English)
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11 June 2025
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It estimates the parameters of spatio-temporal models with censored or missing data using the SAEM algorithm (Delyon et al., 1999). This algorithm is a stochastic approximation of the widely used EM algorithm and is particularly valuable for models in which the E-step lacks a closed-form expression. It also provides a function to compute the observed information matrix using the method developed by Louis (1982). To assess the performance of the fitted model, case-deletion diagnostics are provided.
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