We discuss a flexible regression model for multivariate mixed responses. Dependence between outcomes is introduced via the joint distribution of discrete outcome- and individual-specific random effects that represent potential unobserved heterogeneity in each outcome profile. A different number of locations can be used for each margin, and the association structure is described by a tensor that can be further simplified by using the Parafac model. A case study illustrates the proposal.

Random effect models for multivariate mixed data: A Parafac-based finite mixture approach / Alfo, M.; Giordani, P.. - In: STATISTICAL MODELLING. - ISSN 1471-082X. - 22:1-2(2022), pp. 46-66. [10.1177/1471082X211037405]

Random effect models for multivariate mixed data: A Parafac-based finite mixture approach

Alfo M.;Giordani P.
2022

Abstract

We discuss a flexible regression model for multivariate mixed responses. Dependence between outcomes is introduced via the joint distribution of discrete outcome- and individual-specific random effects that represent potential unobserved heterogeneity in each outcome profile. A different number of locations can be used for each margin, and the association structure is described by a tensor that can be further simplified by using the Parafac model. A case study illustrates the proposal.
2022
finite mixtures; multivariate mixed responses; Parafac; random effects; tensor analysis
01 Pubblicazione su rivista::01a Articolo in rivista
Random effect models for multivariate mixed data: A Parafac-based finite mixture approach / Alfo, M.; Giordani, P.. - In: STATISTICAL MODELLING. - ISSN 1471-082X. - 22:1-2(2022), pp. 46-66. [10.1177/1471082X211037405]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1573374
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