Model Misspecification: Finite Mixture or Homogeneous?Statistical Modelling
AbstractA common problem in statistical modelling is to distinguish between finite mixture distribution and a homogeneous non-mixture distribution. Finite mixture models are widely used in practice and often mixtures of normal densities are indistinguishable from homogenous non-normal densities. This paper illustrates what happens when the EM algorithm for normal mixtures is applied to a distribution that is a homogeneous non-mixture distribution. In particular, a population-based EM algorithm for finite mixtures is introduced and applied directly to density functions instead of sample data. The population-based EM algorithm is used to find finite mixture approximations to common homogeneous distributions. An example regarding the nature of a placebo response in drug treated depressed subjects is used to illustrate ideas.
Citation InformationThaddeus Tarpey, Dong Yun and Eva Petkova. "Model Misspecification: Finite Mixture or Homogeneous?" Statistical Modelling Vol. 8 Iss. 2 (2008) p. 199 - 218 ISSN: 1471-082X
Available at: http://works.bepress.com/thaddeus_tarpey/17/