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Article

Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data

1
Laboratoire de Mathématiques et Applications, Université de Poitiers, 11 Boulevard Marie et Pierre Curie, 86962 Futuroscope Chasseneuil, CEDEX 9, 86073 Poitiers, France
2
CeRCA-CNRS UMR 7295, Université de Poitiers, 5 rue T. Lefebvre, MSHS, CEDEX 9, 86073 Poitiers, France
*
Author to whom correspondence should be addressed.
Entropy 2023, 25(3), 473; https://doi.org/10.3390/e25030473
Submission received: 9 February 2023 / Revised: 27 February 2023 / Accepted: 2 March 2023 / Published: 8 March 2023
(This article belongs to the Special Issue Monte Carlo Simulation in Statistical Physics)

Abstract

The purpose of this paper is to propose a new algorithm based on stochastic expectation maximization (SEM) to deal with the problem of unobserved values when multiple interactions in a linear mixed-effects model (LMEM) are present. We test the effectiveness of the proposed algorithm with the stochastic approximation expectation maximization (SAEM) and Monte Carlo Markov chain (MCMC) algorithms. This comparison is implemented to highlight the importance of including the maximum effects that can affect the model. The applications are made on both simulated psychological and real data. The findings demonstrate that our proposed SEM algorithm is highly preferable to the other competitor algorithms.
Keywords: linear mixed-effects model; interactions; missing data; censored data; EM algorithm; SEM algorithm linear mixed-effects model; interactions; missing data; censored data; EM algorithm; SEM algorithm

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MDPI and ACS Style

Zakkour, A.; Perret, C.; Slaoui, Y. Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data. Entropy 2023, 25, 473. https://doi.org/10.3390/e25030473

AMA Style

Zakkour A, Perret C, Slaoui Y. Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data. Entropy. 2023; 25(3):473. https://doi.org/10.3390/e25030473

Chicago/Turabian Style

Zakkour, Alandra, Cyril Perret, and Yousri Slaoui. 2023. "Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data" Entropy 25, no. 3: 473. https://doi.org/10.3390/e25030473

APA Style

Zakkour, A., Perret, C., & Slaoui, Y. (2023). Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data. Entropy, 25(3), 473. https://doi.org/10.3390/e25030473

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