Robust order selection of mixtures of regression models with random effects

نویسندگان

چکیده

Finite mixtures of regression models with random effects are a very flexible statistical tool to model data, as these allow the heterogeneity population and account for multiple correlated observations from same individual at time. The selection number components has been long-standing challenging problem in statistics. However, majority existent methods estimation not robust and, therefore, quite sensitive outliers. In this article we study effects, investigating performance trimmed information classification criteria comparatively traditional criteria. simulation real-world application showcase superiority presence contaminated data.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Curve Clustering with Random Effects Regression Mixtures

In this paper we address the problem of clustering sets of curve or trajectory data generated by groups of objects or individuals. The focus is to model curve data directly using a set of model-based curve clustering algorithms referred to as mixtures of regressions or regression mixtures. The proposed methodology is based on extension to regression mixtures that we call random effects regressi...

متن کامل

Robust Estimation in Linear Regression with Molticollinearity and Sparse Models

‎One of the factors affecting the statistical analysis of the data is the presence of outliers‎. ‎The methods which are not affected by the outliers are called robust methods‎. ‎Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers‎. ‎Besides outliers‎, ‎the linear dependency of regressor variables‎, ‎which is called multicollinearity...

متن کامل

Robust Estimators for Random Coefficient Regression Models

Random coefficient regression models have received considerable attention, especially from econometricians. Previous work has assumed that the coefficients have normal distributions. The variances of the coefficients have, in previous papers, been estimated by maximum likelihood or by least squares methodology applied to the squared residuals from a preliminary (unweighted) fit. Maximum likelih...

متن کامل

Mixtures of regression models for time course gene expression data: evaluation of initialization and random effects

SUMMARY Finite mixture models are routinely applied to time course microarray data. Due to the complexity and size of this type of data, the choice of good starting values plays an important role. So far initialization strategies have only been investigated for data from a mixture of multivariate normal distributions. In this work several initialization procedures are evaluated for mixtures of ...

متن کامل

Application of random-effects probit regression models.

A random-effects probit model is developed for the case in which the outcome of interest is a series of correlated binary responses. These responses can be obtained as the product of a longitudinal response process where an individual is repeatedly classified on a binary outcome variable (e.g., sick or well on occasion t), or in "multilevel" or "clustered" problems in which individuals within g...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Statistics

سال: 2021

ISSN: ['0943-4062', '1613-9658']

DOI: https://doi.org/10.1007/s00180-021-01177-1