pp 385-396

Modelling Background Noise in Finite Mixtures of Generalized Linear Regression Models

  • Friedrich LeischAffiliated withDepartment of Statistics, Ludwig-Maximilians-Universität München Email author 

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In this paper we show how only a few outliers can completely break down EM-estimation of mixtures of regression models. A simple, yet very effective way of dealing with this problem, is to use a component where all regression parameters are fixed to zero to model the background noise. This noise component can be easily defined for different types of generalized linear models, has a familiar interpretation as the empty regression model, and is not very sensitive with respect to its own parameters.


mixture models generalized linear models robust statistics R