Penalized multimodal mixture logit model

DOI10.1007/S00180-009-0165-9MaRDI QIDQ626262zbMATH OpenOpenAlexFDO

Authors Shaheena Bashir, Edward M. Carter

Publication date 22 February 2011

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s00180-009-0165-9

zbMATH Keywords

classificationEM algorithmpenalized maximum likelihood estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Review text

A classification problem is considered where the observed classes are mixtures of some subclasses. The multinomial logit model is used to model the dependence between subclasses labels and predictors. A version of the EM algorithm is proposed for fitting the resulting mixture model. This algorithm maximizes a penalized log-likelihood, helping to avoid the overfitting problem. Results of simulations and applications to medical data are presented.

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Cited in

(4)

• Multiclass-penalized logistic regression
• Prediction of the Nash through penalized mixture of logistic regression models
• Penalized likelihood for logistic-normal mixture models with unequal variances
• Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach

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Uses Software

• UCI

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