A mixture likelihood approach for generalized linear models

Michel Wedel, Wayne S. DeSarbo

Research output: Contribution to journalArticle

173 Scopus citations

Abstract

A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member of the exponential family, to a set of specified covariates within each Class. We demonstrate how this approach handles many of the existing latent class regression procedures as special cases, as well as a host of other parametric specifications in the exponential family heretofore not mentioned in the latent class literature. As such we generalize the McCullagh and Nelder approach to a latent class framework. The parameters are estimated using maximum likelihood, and an EM algorithm for estimation is provided. A Monte Carlo study of the performance of the algorithm for several distributions is provided, and the model is illustrated in two empirical applications.

Original languageEnglish (US)
Pages (from-to)21-55
Number of pages35
JournalJournal of Classification
Volume12
Issue number1
DOIs
StatePublished - Mar 1995

All Science Journal Classification (ASJC) codes

  • Mathematics (miscellaneous)
  • Psychology (miscellaneous)
  • Statistics, Probability and Uncertainty
  • Library and Information Sciences

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