COMPSTAT 2008 pp 385-396

Modelling Background Noise in Finite Mixtures of Generalized Linear Regression Models

Abstract

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.

Keywords

mixture models generalized linear models robust statistics 

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Copyright information

© Physica-Verlag Heidelberg 2008

Authors and Affiliations

  1. 1.Department of StatisticsLudwig-Maximilians-Universität MünchenMünchenGermany

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