Bayesian subgroup analysis in regression using mixture models

Yunju Im and Aixin Tan

Computational Statistics & Data Analysis, 2021, vol. 162, issue C

Abstract: Heterogeneity occurs in many regression problems, where members from different latent subgroups respond differently to the covariates of interest (e.g., treatments) even after adjusting for other covariates. A Bayesian model called the mixture of finite mixtures (MFM) can be used to identify these subgroups, a key feature of which is that the number of subgroups is modeled as a random variable and its distribution is learned from the data. The Bayesian MFM model was not commonly used in earlier applications largely due to computational difficulties. In comparison, an alternative infinite mixture model called the Dirichlet Process Mixture (DPM) model has been a main Bayesian tool for clustering even though it is a mis-specified model for many applications. The popularity of DPM is partly due to its convenient mathematical properties that enable efficient computing algorithms.

Keywords: Clustering; Conditional model; Dirichlet process mixture model; Finite mixtures; Gibbs sampler; Split-merge algorithm (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167947321000864
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:162:y:2021:i:c:s0167947321000864

DOI: 10.1016/j.csda.2021.107252

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().