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Computational Statistics & Data Analysis
Volume 51, Issue 11, 15 July 2007, Pages 5247-5252
Advances in Mixture Models
 
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doi:10.1016/j.csda.2006.08.014    
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Copyright © 2006 Elsevier B.V. All rights reserved.

Fitting finite mixtures of generalized linear regressions in R

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Bettina Grüna, Corresponding Author Contact Information, E-mail The Corresponding Author and Friedrich Leischb, E-mail The Corresponding Author

aDepartment of Statistics and Probability Theory, Vienna University of Technology, Wiedner Hauptstraße 8-10/1071, A-1040 Wien, Austria

bDepartment of Statistics, University of Munich, Ludwigstraße 33, D-80539 München, Germany


Available online 31 August 2006.

Abstract

R package flexmix provides flexible modelling of finite mixtures of regression models using the EM algorithm. Several new features of the software such as fixed and nested varying effects for mixtures of generalized linear models and multinomial regression for a priori probabilities given concomitant variables are introduced. The use of the software in addition to model selection is demonstrated on a logistic regression example.

Keywords: Concomitant variable; Finite mixture; Fixed effect; Generalized linear model; View the MathML source

Article Outline

1. Introduction
2. Model specification
3. Design principles
4. Logistic regression example
5. Summary and outlook
Acknowledgements
References





Corresponding Author Contact InformationCorresponding author. Tel.: +43 1 58801 10716; fax: +43 1 58801 10798.

Computational Statistics & Data Analysis
Volume 51, Issue 11, 15 July 2007, Pages 5247-5252
Advances in Mixture Models
 
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