Title | **Polyhedral conditions for the nonexistence of the MLE for hierarchical log-linear models** |

Author(s) | Nicholas Eriksson, Stephen E. Fienberg, Alessandro Rinaldo, Seth Sullivant |

Type | Article in Journal |

Abstract | We provide a polyhedral description of the conditions for the existence of the maximum likelihood estimate (MLE) for a hierarchical log-linear model. The MLE exists if and only if the observed margins lie in the relative interior of the marginal cone. Using this description, we give an algorithm for determining if the MLE exists. If the tree width is bounded, the algorithm runs in polynomial time. We also perform a computational study of the case of three random variables under the no three-factor effect model. |

Keywords | Maximum likelihood estimate (MLE), Marginal cone, Tree width, Collapsing |

ISSN | 0747-7171 |

URL |
http://www.sciencedirect.com/science/article/pii/S0747717105001112 |

Language | English |

Journal | Journal of Symbolic Computation |

Volume | 41 |

Number | 2 |

Pages | 222 - 233 |

Year | 2006 |

Note | Computational Algebraic Statistics Computational Algebraic Statistics |

Edition | 0 |

Translation |
No |

Refereed |
No |