Estimation of the mixtures of GLMs with covariate-dependent mixing proportions |
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Authors: | Xing Wu |
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Institution: | School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China |
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Abstract: | ABSTRACTIn this article, we study the estimation for a class of semiparametric mixtures of generalized linear models where mixing proportions depend on a covariate non parametrically. We investigate a backfitting estimation procedure and show the asymptotic normality of the proposed estimators under mild conditions. We conduct simulation to show the good performance of our methodology and give a real data analysis as an illustration. |
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Keywords: | EM algorithm Generalized linear models Kernel regression Mixture of regression models |
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