Semiparametric mixture regression with unspecified error distributions
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Publication:158395
DOI10.1007/S11749-020-00725-ZzbMATH Open1474.62130arXiv1811.01117OpenAlexW3041116920MaRDI QIDQ158395FDOQ158395
Authors: Yanyuan Ma, Shaoli Wang, Lin Xu, Weixin Yao, Yanyuan Ma, Shaoli Wang, Lin Xu, Weixin Yao 
Publication date: 8 July 2020
Published in: Test, TEST (Search for Journal in Brave)
Abstract: In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal assumption is violated. To relax the normal assumption on the error distribution hence reduce the modeling bias, we propose semiparametric mixture of linear regression models with unspecified error distributions. We establish a more general identifiability result under weaker conditions than existing results, construct a class of new estimators, and establish their asymptotic properties. These asymptotic results also apply to many existing semiparametric mixture regression estimators whose asymptotic properties have remained unknown due to the inherent difficulties in obtaining them. Using simulation studies, we demonstrate the superiority of the proposed estimators over the MLE when the normal error assumption is violated and the comparability when the error is normal. Analysis of a newly collected Equine Infectious Anemia Virus data in 2017 is employed to illustrate the usefulness of the new estimator.
Full work available at URL: https://arxiv.org/abs/1811.01117
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Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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Cited In (5)
- Flexible mixture regression with the generalized hyperbolic distribution
- Semiparametric mixture of linear regressions with nonparametric Gaussian scale mixture errors
- Unsupervised clustering using nonparametric finite mixture models
- An overview of semiparametric extensions of finite mixture models
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