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, Meng

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, Meng and Rubin (1995), but it is more complicated than SEM. Describe how the bootstrap can be used to estimate the variance of ðy ^ yÞ, where ^ y is the ML estimate of y found by ECM.

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