Doctor of Philosophy / Department of Statistics / Kun Chen and Weixin Yao / This proposal contains two projects that are related to robust mixture models. In the robust project,
we propose a new robust mixture of regression models (Bai et al., 2012). The existing methods for tting
mixture regression models assume a normal distribution for error and then estimate the regression param-
eters by the maximum likelihood estimate (MLE). In this project, we demonstrate that the MLE, like the
least squares estimate, is sensitive to outliers and heavy-tailed error distributions. We propose a robust
estimation procedure and an EM-type algorithm to estimate the mixture regression models. Using a Monte
Carlo simulation study, we demonstrate that the proposed new estimation method is robust and works
much better than the MLE when there are outliers or the error distribution has heavy tails. In addition, the
proposed robust method works comparably to the MLE when there are no outliers and the error is normal.
In the second project, we propose a new robust mixture of linear mixed-effects models. The traditional
mixture model with multiple linear mixed effects, assuming Gaussian distribution for random and error
parts, is sensitive to outliers. We will propose a mixture of multiple linear mixed t-distributions to robustify
the estimation procedure. An EM algorithm is provided to and the MLE under the assumption of t-
distributions for error terms and random mixed effects. Furthermore, we propose to adaptively choose the
degrees of freedom for the t-distribution using profile likelihood. In the simulation study, we demonstrate
that our proposed model works comparably to the traditional estimation method when there are no outliers
and the errors and random mixed effects are normally distributed, but works much better if there are outliers
or the distributions of the errors and random mixed effects have heavy tails.
| Identifer | oai:union.ndltd.org:KSU/oai:krex.k-state.edu:2097/18683 |
| Date | January 1900 |
| Creators | Bai, Xiuqin |
| Publisher | Kansas State University |
| Source Sets | K-State Research Exchange |
| Language | en_US |
| Detected Language | English |
| Type | Dissertation |
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