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Robust Multivariate Mixture Regression Models for Heterogeneous Data with Outliers
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이상점이 존재하는 이질적 자료에 대한 로버스트 다변량 혼합회귀모형

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Type
Academic journal
Author
Journal
The Korean Data Analysis Society Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제19권 제5호 KCI Accredited Journals
Published
2017.1
Pages
2,383 - 2,394 (12page)

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Robust Multivariate Mixture Regression Models for Heterogeneous Data with Outliers
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Multivariate regression models are used to examine the relationship between two or more response variables and multiple explanatory variables. Data from a heterogeneous population can be analyzed using the multivariate mixture regression models that allow regression coefficients to vary across subgroups. Multivariate mixture regression models are typically modeled using normal distributions, but can be modeled using t-distributions for robust estimation if data contain outliers or noise. In this paper, a robust multivariate mixture regression model based on the multivariate t-distributions (MVTmixreg) is proposed to identify latent subgroups and robustly estimate the regression coefficients of each subgroup when there are outliers or noise in the sample from a heterogeneous population. The proposed model can also be used to find the partial correlation between the response variables in each latent subgroup. This partial correlation can be visualized by a plot. Simulation results show that the proposed model is superior to the other comparative models, and the proposed model is applied to the data of high school students’ test scores.

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