Research on SAEM Algorithm for Logistic Model with Discrete Missing Covariates
This paper presents a parameter estimation method of logistic model with dis-crete missing covariate data.Firstly,the discrete data is pseudo continuous,and then the SAEM algorithm is used for parameter estimation.Therefore,a new PC(Pseudo Continu-ous)-SAEM algorithm is proposed.The back judgment accuracy of dependent variable is used as a new criterion to measure the performance of PC-SAEM algorithm together with the standard error,absolute error and mean square error of parameters,and the method is compared with semiparametric method.The results show that when the missing rate is less than 20％,the processing performance of PC-SAEM algorithm is very good.Compared with semiparametric method,PC-SAEM algorithm has more advantages in running time and back judgment accuracy.Finally,the algorithm is applied to empirical research.
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