纵向数据的混合模型建模

Mixture Modeling for Longitudinal Data

Journal of Computational and Graphical Statistics · 2015
被引 28
ABS 3

中文导读

提出了一种无偏估计方程方法用于处理相关响应数据的两成分混合模型,通过利用受试者亚组成员间的序列相关性提高估计效率和分类准确性,并建立了估计量的渐近性质。

Abstract

In this article, we propose an unbiased estimating equation approach for a two-component mixture model with correlated response data. We adapt the mixture-of-experts model and a generalized linear model for component distribution and mixing proportion, respectively. The new approach only requires marginal distributions of both component densities and latent variables. We use serial correlations from subjects’ subgroup memberships, which improves estimation efficiency and classification accuracy, and show that estimation consistency does not depend on the choice of the working correlation matrix. The proposed estimating equation is solved by an expectation-estimating-equation (EEE) algorithm. In the E-step of the EEE algorithm, we propose a joint imputation based on the conditional linear property for the multivariate Bernoulli distribution. In addition, we establish asymptotic properties for the proposed estimators and the convergence property using the EEE algorithm. Our method is compared to an existing competitive mixture model approach in both simulation studies and an election data application. Supplementary materials for this article are available online.

混合模型纵向数据估计方程缺失数据EM算法