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st: predictions from ML program

From   marcel spijkerman <>
To   <>
Subject   st: predictions from ML program
Date   Fri, 6 Jun 2008 10:46:57 +0000

Dear all,

I am estimating by ML a likelihood of the form:

L = ln(p1*L1 + p2*L2 + p3*L3 + p4*L4)

where the p's are mixture probabilities and the L's are likelihood contributions of a survival density. now I want to estimate the parameters of this likelihood by the EM - algorithm, and therefore I need to compute the likelihood contribution for each individual and each term given de data and current parameter estimates. My question is how I can do this effeciently, thus given e(b) from a previous step, computing the likelihood contributions for each term, use these to upfdate the p's and estimate the parameters again? 



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