Cluster-weighted models (CWMs) are a flexible family of mixture models for fitting the joint distribution of a random vector composed of a response variable and a set of covariates. CWMs act as a convex combination of the products of the marginal distribution of the covariates and the conditional distribution of the response given the covariates. In this paper, we introduce a broad family of CWMs in which the component conditional distributions are assumed to belong to the exponential family and the covariates are allowed to be of mixed-type. Under the assumption of Gaussian covariates, sufficient conditions for model identifiability are provided. Moreover, maximum likelihood parameter estimates are derived using the EM algorithm. Parameter recovery, classification assessment, and performance of some information criteria are investigated through a broad simulation design. An application to real data is finally presented, with the proposed model outperforming other well-established mixture-based approaches.

Ingrassia, S., Punzo, A., Vittadini, G., Minotti, S. (2015). Erratum to: The Generalized Linear Mixed Cluster-Weighted Model [Altro] [10.1007/s00357-015-9177-z].

Erratum to: The Generalized Linear Mixed Cluster-Weighted Model

VITTADINI, GIORGIO
Penultimo
;
MINOTTI, SIMONA CATERINA
Ultimo
2015

Abstract

Cluster-weighted models (CWMs) are a flexible family of mixture models for fitting the joint distribution of a random vector composed of a response variable and a set of covariates. CWMs act as a convex combination of the products of the marginal distribution of the covariates and the conditional distribution of the response given the covariates. In this paper, we introduce a broad family of CWMs in which the component conditional distributions are assumed to belong to the exponential family and the covariates are allowed to be of mixed-type. Under the assumption of Gaussian covariates, sufficient conditions for model identifiability are provided. Moreover, maximum likelihood parameter estimates are derived using the EM algorithm. Parameter recovery, classification assessment, and performance of some information criteria are investigated through a broad simulation design. An application to real data is finally presented, with the proposed model outperforming other well-established mixture-based approaches.
Altro
Erratum; Correction
English
2015
32
327
355
http://link.springer-ny.com/link/service/journals/00357/index.htm
Scopus ID 2-s2.0-84937977186; WOS ID WOS:000358196200009
Ingrassia, S., Punzo, A., Vittadini, G., Minotti, S. (2015). Erratum to: The Generalized Linear Mixed Cluster-Weighted Model [Altro] [10.1007/s00357-015-9177-z].
open
File in questo prodotto:
File Dimensione Formato  
10281-89931.pdf

accesso aperto

Tipologia di allegato: Publisher’s Version (Version of Record, VoR)
Dimensione 469.18 kB
Formato Adobe PDF
469.18 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/89931
Citazioni
  • Scopus 4
  • ???jsp.display-item.citation.isi??? 3
Social impact