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Semiparametric mixtures of regressions

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  • David Hunter
  • Derek Young

Abstract

We present an algorithm for estimating parameters in a mixture-of-regressions model in which the errors are assumed to be independent and identically distributed but no other assumption is made. This model is introduced as one of several recent generalizations of the standard fully parametric mixture of linear regressions in the literature. A sufficient condition for the identifiability of the parameters is stated and proved. Several different versions of the algorithm, including one that has a provable ascent property, are introduced. Numerical tests indicate the effectiveness of some of these algorithms.

Suggested Citation

  • David Hunter & Derek Young, 2012. "Semiparametric mixtures of regressions," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 19-38.
    • Handle: RePEc:taf:gnstxx:v:24:y:2012:i:1:p:19-38
    DOI: 10.1080/10485252.2011.608430
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    References listed on IDEAS

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    1. De Veaux, Richard D., 1989. "Mixtures of linear regressions," Computational Statistics & Data Analysis, Elsevier, vol. 8(3), pages 227-245, November.
    2. Young, D.S. & Hunter, D.R., 2010. "Mixtures of regressions with predictor-dependent mixing proportions," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2253-2266, October.
    3. M. Levine & D. R. Hunter & D. Chauveau, 2011. "Maximum smoothed likelihood for multivariate mixtures," Biometrika, Biometrika Trust, vol. 98(2), pages 403-416.
    4. Bordes, Laurent & Chauveau, Didier & Vandekerkhove, Pierre, 2007. "A stochastic EM algorithm for a semiparametric mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5429-5443, July.
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    Citations

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    Cited by:

    1. Ang Shan & Fengkai Yang, 2021. "Bayesian Inference for Finite Mixture Regression Model Based on Non-Iterative Algorithm," Mathematics, MDPI, vol. 9(6), pages 1-13, March.
    2. Xiaotian Zhu & David R. Hunter, 2019. "Clustering via finite nonparametric ICA mixture models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 65-87, March.
    3. Xiaoqiong Fang & Andy W. Chen & Derek S. Young, 2023. "Predictors with measurement error in mixtures of polynomial regressions," Computational Statistics, Springer, vol. 38(1), pages 373-401, March.
    4. Hu, Hao & Yao, Weixin & Wu, Yichao, 2017. "The robust EM-type algorithms for log-concave mixtures of regression models," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 14-26.
    5. Wu, Qiang & Yao, Weixin, 2016. "Mixtures of quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 162-176.
    6. Naderi, Mehrdad & Mirfarah, Elham & Wang, Wan-Lun & Lin, Tsung-I, 2023. "Robust mixture regression modeling based on the normal mean-variance mixture distributions," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    7. Lee, Chien-Chiang & Zhao, Ya-Nan, 2023. "Heterogeneity analysis of factors influencing CO2 emissions: The role of human capital, urbanization, and FDI," Renewable and Sustainable Energy Reviews, Elsevier, vol. 185(C).
    8. Chenguang Wang & Ao Yuan & Leslie Cope & Jing Qin, 2022. "A semiparametric isotonic regression model for skewed distributions with application to DNA–RNA–protein analysis," Biometrics, The International Biometric Society, vol. 78(4), pages 1464-1474, December.
    9. Nguyen, Hien D. & McLachlan, Geoffrey J., 2016. "Laplace mixture of linear experts," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 177-191.
    10. Atefeh Zarei & Zahra Khodadadi & Mohsen Maleki & Karim Zare, 2023. "Robust mixture regression modeling based on two-piece scale mixtures of normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 181-210, March.
    11. Wraith, Darren & Forbes, Florence, 2015. "Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 61-73.

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