Robust mixture regression modeling based on the generalized M (GM)-estimation method
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Abstract: Bai (2010) and Bai et al. (2012) proposed robust mixture regression method based on the M regression estimation. However, the M-estimators are robust against the outliers in response variables, but they are not robust against the outliers in explanatory variables (leverage points). In this paper, we propose a robust mixture regression procedure to handle the outliers and the leverage points, simultaneously. Our proposed mixture regression method is based on the GM regression estimation. We give an Expectation Maximization (EM) type algorithm to compute estimates for the parameters of interest. We provide a simulation study and a real data example to assess the robustness performance of the proposed method against the outliers and the leverage points.
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Cited in
(9)- Cellwise robust M regression
- Robust mixture regression using the \(t\)-distribution
- The robust EM-type algorithms for log-concave mixtures of regression models
- Robust estimators for the regression parameters of experiments with mixtures models
- A new method for robust mixture regression
- A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
- Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
- A Selective Overview and Comparison of Robust Mixture Regression Estimators
- Robust mixture regression modeling based on the normal mean-variance mixture distributions
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