Moment-based Estimation of Mixtures of Regression Models

Research output: Contribution to journalJournal articleResearch

Claus Thorn Ekstrøm, Christian Bressen Pipper

Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture components. In particular, only the average regression model for one of the components in the mixture model is needed and no requirements on the distributions. The consistency and asymptotic distribution of the estimators is derived and the proposed method is validated through a series of simulation studies and is shown to be highly accurate. We illustrate the use of the moment-based mixture of regression models with an application to wine quality data.
Original languageUndefined/Unknown
JournalarXiv
Publication statusPublished - 15 May 2019

ID: 225383377