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Using regression mixture models with non-normal data: examining an ordered polytomous approach

Research output: Contribution to journalJournal article

Published

  • Melissa George
  • Na Yang
  • M. Lee Van Horn
  • Jessalyn Smith
  • Thomas Jaki
  • Daniel Feaster
  • Katherine Maysn
  • George Howe
Journal publication date2013
JournalJournal of Statistical Computation and Simulation
Journal number4
Volume83
Number of pages14
Pages757-770
Early online date13/12/11
Original languageEnglish

Abstract

Mild to moderate skew in errors can substantially impact regression mixture model results; one approach for overcoming this includes transforming the outcome into an ordered categorical variable and using a polytomous regression mixture model. This is effective for retaining differential effects in the population; however, bias in parameter estimates and model fit warrant further examination of this approach at higher levels of skew. The current study used Monte Carlo simulations; 3000 observations were drawn from each of two subpopulations differing in the effect of X on Y. Five hundred simulations were performed in each of the 10 scenarios varying in levels of skew in one or both classes. Model comparison criteria supported the accurate two-class model, preserving the differential effects, while parameter estimates were notably biased. The appropriate number of effects can be captured with this approach but we suggest caution when interpreting the magnitude of the effects.