Finite Mixture Model Diagnostics Using the Parametric Bootstrap
نویسندگان
چکیده
Finite mixture models are a popular tool for modelling unobserved heterogeneity. As these models are in general very complex, it is essential to have suitable methods for model diagnostics which allow e.g. to check for model identifiability, model fit and possible model restrictions. In this paper we propose to use the parametric bootstrap for model diagnostics and to visualize the bootstrap results using parallel coordinate plots. The application of the proposed methods is illustrated using an
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