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Multilevel regression mixture analysis

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  • Bengt Muthén
  • Tihomir Asparouhov

Abstract

Summary. A two‐level regression mixture model is discussed and contrasted with the conventional two‐level regression model. Simulated and real data shed light on the modelling alternatives. The real data analyses investigate gender differences in mathematics achievement from the US National Education Longitudinal Survey. The two‐level regression mixture analyses show that unobserved heterogeneity should not be presupposed to exist only at level 2 at the expense of level 1. Both the simulated and the real data analyses show that level 1 heterogeneity in the form of latent classes can be mistaken for level 2 heterogeneity in the form of the random effects that are used in conventional two‐level regression analysis. Because of this, mixture models have an important role to play in multilevel regression analyses. Mixture models allow heterogeneity to be investigated more fully, more correctly attributing different portions of the heterogeneity to the different levels.

Suggested Citation

  • Bengt Muthén & Tihomir Asparouhov, 2009. "Multilevel regression mixture analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(3), pages 639-657, June.
  • Handle: RePEc:bla:jorssa:v:172:y:2009:i:3:p:639-657
    DOI: 10.1111/j.1467-985X.2009.00589.x
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    1. Wayne DeSarbo & William Cron, 1988. "A maximum likelihood methodology for clusterwise linear regression," Journal of Classification, Springer;The Classification Society, vol. 5(2), pages 249-282, September.
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    3. Yuzhu Tian & Manlai Tang & Maozai Tian, 2016. "A class of finite mixture of quantile regressions with its applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1240-1252, July.
    4. Mayowa T. Babalola & Michelle C. Bligh & Babatunde Ogunfowora & Liang Guo & Omale A. Garba, 2019. "The Mind is Willing, but the Situation Constrains: Why and When Leader Conscientiousness Relates to Ethical Leadership," Journal of Business Ethics, Springer, vol. 155(1), pages 75-89, March.
    5. Hussain, Shakir & Shukur, Ghazi, 2012. "Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England," HUI Working Papers 67, HUI Research.
    6. Konte, Maty & Ndubuisi, Gideon, 2022. "Remittance dependence, support for taxation and quality of public services in Africa," MERIT Working Papers 2022-019, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    7. Bo Yang & Marcus W. Feldman & Shuzhuo Li, 2021. "The Status of Family Resilience: Effects of Sustainable Livelihoods in Rural China," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 153(3), pages 1041-1064, February.
    8. Paolo Berta & Salvatore Ingrassia & Antonio Punzo & Giorgio Vittadini, 2016. "Multilevel cluster-weighted models for the evaluation of hospitals," METRON, Springer;Sapienza Università di Roma, vol. 74(3), pages 275-292, December.
    9. Giuseppe Galloppo & Giovanni Trovato, 2017. "Fundamental driver of fund style drift," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 99-123, March.
    10. Belaïd, Fateh & Roubaud, David & Galariotis, Emilios, 2019. "Features of residential energy consumption: Evidence from France using an innovative multilevel modelling approach," Energy Policy, Elsevier, vol. 125(C), pages 277-285.
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    13. Juan Shen & Xuming He, 2015. "Inference for Subgroup Analysis With a Structured Logistic-Normal Mixture Model," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 303-312, March.

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