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Mixtures of conditional mean- and covariance-structure models

Mixtures of conditional mean- and covariance-structure models Models and parameters of finite mixtures of multivariate normal densities conditional on regressor variables are specified and estimated. We consider mixtures of multivariate normals where the expected value for each component depends on possibly nonnormal regressor variables. The expected values and covariance matrices of the mixture components are parameterized using conditional mean- and covariance-structures. We discuss the construction of the likelihood function, estimation of the mixture model with regressors using three different EM algorithms, estimation of the asymptotic covariance matrix of parameters and testing for the number of mixture components. In addition to simulation studies, data on food preferences are analyzed. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Psychometrika Cambridge University Press

Mixtures of conditional mean- and covariance-structure models

Psychometrika , Volume 64 (4) – Dec 30, 2005

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References (26)

Publisher
Cambridge University Press
Copyright
Copyright © 1999 by The Psychometric Society
Subject
Psychology; Psychometrics; Statistical Theory and Methods; Assessment, Testing and Evaluation; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law
ISSN
0033-3123
eISSN
1860-0980
DOI
10.1007/bf02294568
Publisher site
See Article on Publisher Site

Abstract

Models and parameters of finite mixtures of multivariate normal densities conditional on regressor variables are specified and estimated. We consider mixtures of multivariate normals where the expected value for each component depends on possibly nonnormal regressor variables. The expected values and covariance matrices of the mixture components are parameterized using conditional mean- and covariance-structures. We discuss the construction of the likelihood function, estimation of the mixture model with regressors using three different EM algorithms, estimation of the asymptotic covariance matrix of parameters and testing for the number of mixture components. In addition to simulation studies, data on food preferences are analyzed.

Journal

PsychometrikaCambridge University Press

Published: Dec 30, 2005

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