Comparing Coefficients Across Subpopulations in Gaussian Mixture Regression Models

Shin-Fu Tsai ()
Additional contact information
Shin-Fu Tsai: National Taiwan University

Journal of Agricultural, Biological and Environmental Statistics, 2019, vol. 24, issue 4, No 4, 610-633

Abstract: Abstract When fitting a Gaussian mixture regression model to observed data, estimating a between-group contrast can be a practical issue. One can use the estimate to compare the effects of a particular covariate or a set of covariates across different subpopulations. By applying fiducial generalized pivotal quantities, a small-sample solution is proposed in this paper to obtain interval estimates of between-group contrasts. Specifically, a Markov chain Monte Carlo sampler, which takes the membership uncertainty of each individual into account, is designed to generate realizations from the target distributions for computing the required interval estimates. A plant virus transmission study is first introduced as a motivating example for the present study. Next, the observed data are analyzed to illustrate the proposed method. Based on the simulation results, it is further shown that the proposed method can maintain the empirical coverage rates sufficiently close to the nominal level. Supplementary materials accompanying this paper appear on-line.

Keywords: Behrens-Fisher problem; Fiducial inference; Incomplete data; Interval estimation; Latent variable; Markov chain Monte Carlo (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s13253-019-00364-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:jagbes:v:24:y:2019:i:4:d:10.1007_s13253-019-00364-4

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/13253

DOI: 10.1007/s13253-019-00364-4

Access Statistics for this article

Journal of Agricultural, Biological and Environmental Statistics is currently edited by Stephen Buckland

More articles in Journal of Agricultural, Biological and Environmental Statistics from Springer, The International Biometric Society, American Statistical Association
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().