A mixture likelihood approach for generalized linear models

@article{Wedel1995AML,
  title={A mixture likelihood approach for generalized linear models},
  author={Michel Wedel and Wayne S. DeSarbo},
  journal={Journal of Classification},
  year={1995},
  volume={12},
  pages={21-55}
}
  • M. Wedel, W. DeSarbo
  • Published 1 March 1995
  • Mathematics, Computer Science
  • Journal of Classification
A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member of the exponential family, to a set of specified covariates within each Class. We demonstrate how this approach handles many of the existing latent class regression procedures as special cases, as well as… 

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