Table 1:
Fisher scoring converges fastest and MM takes fewer iterations than EM. Shown below are average number of iterations until convergence for MM, EM, and FS for fitting a two-way ANOVA model with a = b = 5 levels of both factors. Standard errors are given in parentheses.
| Method | c = # observations per combination | ||||
|---|---|---|---|---|---|
| 5 | 10 | 20 | 50 | ||
| 0.00 | MM | 143.12(99.76) | 118.26(62.91) | 96.26(50.61) | 81.10(33.42) |
| EM | 2297.72(797.95) | 1711.70(485.92) | 1170.06(365.48) | 788.10(216.60) | |
| FS | 25.64(11.20) | 21.10(7.00) | 16.46(4.37) | 13.88(2.88) | |
| 0.05 | MM | 121.86(98.52) | 69.38(50.23) | 55.88(37.34) | 29.50(18.80) |
| EM | 1464.26(954.27) | 538.04(504.42) | 254.90(253.86) | 104.98(157.97) | |
| FS | 16.78(9.13) | 12.62(6.22) | 9.68(3.22) | 8.10(1.34) | |
| 0.10 | MM | 84.74(59.33) | 62.98(50.48) | 40.46(31.43) | 25.86(18.79) |
| EM | 985.46(830.49) | 360.32(462.62) | 157.70(231.91) | 68.26(107.85) | |
| FS | 15.20(10.10) | 10.58(5.92) | 8.58(3.56) | 7.50(1.72) | |
| 1.00 | MM | 31.04(33.27) | 29.60(27.66) | 25.32(25.39) | 24.90(20.76) |
| EM | 130.18(299.03) | 161.14(290.23) | 64.20(135.38) | 84.88(137.88) | |
| FS | 6.62(4.72) | 6.32(3.64) | 5.12(1.87) | 5.36(1.50) | |
| 10.00 | MM | 29.80(35.42) | 34.16(38.25) | 28.82(28.44) | 20.90(14.28) |
| EM | 115.94(274.33) | 177.30(301.71) | 80.12(155.67) | 75.02(127.38) | |
| FS | 12.72(5.14) | 12.86(4.94) | 11.66(3.95) | 11.76(3.66) | |
| 20.00 | MM | 30.10(32.92) | 32.72(39.02) | 23.70(21.20) | 19.62(15.67) |
| EM | 148.04(318.40) | 85.86(180.28) | 61.74(140.84) | 37.36(83.89) | |
| FS | 18.76(7.51) | 17.40(5.21) | 17.22(5.67) | 16.28(5.03) | |