多変量線形回帰
では、1 つまたは複数の名前と値のペア引数で指定された追加オプションを使用して推定係数を返します。たとえば、推定アルゴリズム、初期推定値または回帰の最大反復回数を指定できます。beta
= mvregress(X
,Y
,Name,Value
)
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[2] Meng, Xiao-Li, and Donald B. Rubin. “Maximum Likelihood Estimation via the ECM Algorithm.” Biometrika. Vol. 80, No. 2, 1993, pp. 267–278.
[3] Sexton, Joe, and A. R. Swensen. “ECM Algorithms that Converge at the Rate of EM.” Biometrika. Vol. 87, No. 3, 2000, pp. 651–662.
[4] Dempster, A. P., N. M. Laird, and D. B. Rubin. “Maximum Likelihood from Incomplete Data via the EM Algorithm.” Journal of the Royal Statistical Society. Series B, Vol. 39, No. 1, 1977, pp. 1–37.