Mixture of regression models with latent variables and sparse coefficient parameters

Ng, Shu-Kay and McLachlan, Geoffrey J. (2014). Mixture of regression models with latent variables and sparse coefficient parameters. In: M. Gilli, G. Gonzaléz-Rodríguez and A. Nieto-Reyes, Proceedings of COMPSTAT 2014, 21st International Conference on Computational Statistics. COMPSTAT 2014, Geneva Switzerland, (). 19- 22 August 2014.

Author Ng, Shu-Kay
McLachlan, Geoffrey J.
Title of paper Mixture of regression models with latent variables and sparse coefficient parameters
Conference name COMPSTAT 2014
Conference location Geneva Switzerland
Conference dates 19- 22 August 2014
Proceedings title Proceedings of COMPSTAT 2014, 21st International Conference on Computational Statistics
Place of Publication Hague, Netherlands
Publisher The International Statistical Institute/International Association for Statistical Computing
Publication Year 2014
Sub-type Fully published paper
ISBN 9782839913478
Editor M. Gilli
G. Gonzaléz-Rodríguez
A. Nieto-Reyes
Total pages 9
Language eng
Abstract/Summary Mixture models have been widely used in marketing research and epidemiology to capture heterogeneity in endogenous latent variables among individuals. However, when collinearity between endogenous latent variables at the component level is present, some componentspecific path coefficients will be zero. In this paper, a systematic computational algorithm is developed to identify parameters that need to be constrained to be zero and to address other issues including the initialization procedure, the provision of standard errors of estimates, and the method to determine the number of components. The proposed algorithm is illustrated using simulated data and a real data set concerning emotional behaviour of preschool children.
Keyword Mixture models
Latent variables
Regression models
Sparse coefficients
EM algorithm
Q-Index Code E1
Q-Index Status Provisional Code
Institutional Status UQ

Document type: Conference Paper
Collection: School of Mathematics and Physics
 
Versions
Version Filter Type
Citation counts: Google Scholar Search Google Scholar
Created: Mon, 20 Jun 2016, 14:52:07 EST by Professor Geoff Mclachlan on behalf of Mathematics