Question: 9.5 The SEM algorithm can be extended to the SECM algorithm when ECM is used rather than EM. Details are provided in Van Dyk et
9.5 The SEM algorithm can be extended to the SECM algorithm when ECM is used rather than EM. Details are provided in Van Dyk et al. (1995), but it ismore complicated than SEM. Describe howthe bootstrap can be used to estimate the variance of (???? − ̂
????
), where ̂
????
is theML estimate of θ found by ECM.
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