Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data

2017 ◽  
Vol 3 ◽  
pp. 112-131 ◽  
Author(s):  
Francesco Bartolucci ◽  
Silvia Bacci ◽  
Claudia Pigini
2008 ◽  
Vol 17 (1) ◽  
pp. 33-51 ◽  
Author(s):  
Jeroen K Vermunt

An extension of latent class (LC) and finite mixture models is described for the analysis of hierarchical data sets. As is typical in multilevel analysis, the dependence between lower-level units within higher-level units is dealt with by assuming that certain model parameters differ randomly across higher-level observations. One of the special cases is an LC model in which group-level differences in the logit of belonging to a particular LC are captured with continuous random effects. Other variants are obtained by including random effects in the model for the response variables rather than for the LCs. The variant that receives most attention in this article is an LC model with discrete random effects: higher-level units are clustered based on the likelihood of their members belonging to the various LCs. This yields a model with mixture distributions at two levels, namely at the group and the subject level. This model is illustrated with three rather different empirical examples. The appendix describes an adapted version of the expectation—maximization algorithm that can be used for maximum likelihood estimation, as well as providing setups for estimating the multilevel LC model with generally available software.


Risks ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 115
Author(s):  
Despoina Makariou ◽  
Pauline Barrieu ◽  
George Tzougas

The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to make informed decisions about the uncertain quantity of interest in a flexible manner that accounts for multiple sources of heterogeneity involved in the opinions expressed by the experts in terms of the parametric family, the parameters of each component density, and also the mixing weights. Finally, the proposed models are employed for numerically computing quantile-based risk measures in a collective decision-making context.


2021 ◽  
Vol 31 (1) ◽  
Author(s):  
Javier Juan-Albarracín ◽  
Elies Fuster-Garcia ◽  
Alfons Juan ◽  
Juan M. García-Gómez

Author(s):  
Tracey Ward ◽  
Raphael Bernier ◽  
Cora Mukerji ◽  
Danielle Perszyk ◽  
James C. McPartland ◽  
...  

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