Modelling Unobserved Heterogeneity Using Mixtures


Type Research Project

Funding Bodies
  • Austrian Science Fund

Duration Nov. 1, 2007 - Nov. 1, 2010

  • Institute for Statistics and Mathematics IN (Details)

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  • Grün, Bettina (Details) Project Head
 

Abstract (German)

Finite Mischmodelle stellen eine wichtige Methode zur Beschreibung von
latenten Variablen und unbeobachteter Heterogenität dar, und die
Anwendungsmöglichkeiten dieser Modelle sind breit gestreut. Im Rahmen
dieses Projektes werden die statistischen Eigenschaften verschiedener
Erweiterungen von endlichen Mischmodellen untersucht, indem
Spezikation, Identifikation und Schätzung der Modelle analysiert
werden. Weiters werden die entwickelten Methoden in einer open-source
Implementierung als Erweiterung von R, einer Umgebung für
statistisches Rechnen und Graphik, zur Verfügung gestellt. Diese
methodologischen Arbeiten werden durch betriebswirtschaftliche
Anwendungen mit Schwerpunkten in Finance und Marketing ergänzt.


Abstract (English)

Finite mixture models are an important method for modelling latent variables and unobserved heterogeneity and the areas of application are widely spread. In the course of this project the statistical characteristics of several extensions of finite mixture models will be investigated by analyzing specification, identification and estimation of these models. In addition the developed methods will be provided in an open-source implementation as extension of R, an environment for statistical computing and graphics. The methodological part of the project will be complemented by applications focusing on finance and marketing.

Publications

Journal article

2010 Scharl, Theresa, Grün, Bettina, Leisch, Friedrich. 2010. Mixtures of Regression Models for Time-Course Gene Expression Data: Evaluation of Initialization and Random Effects. Bioinformatics 26 (3): 370-377. (Details)
2009 Dolnicar, Sara, Grün, Bettina. 2009. Environmentally Friendly Behavior: Can Heterogeneity Among Individuals and Contexts/Environments be Harvested for Improved Sustainable Management?. Environment and Behavior 41 (5): 693-714. (Details)
  Dolnicar, Sara, Grün, Bettina. 2009. Response Style Contamination of Student Evaluation Data. Journal of Marketing Education 31 (2): 160-172. (Details)
  Dolnicar, Sara, Grün, Bettina. 2009. Does One Size Fit All? The Suitability of Answer Formats for Different Constructs Measured. Australasian Marketing Journal 17 (1): 58-64. (Details)
  Grün, Bettina, Leisch, Friedrich. 2009. Dealing with label switching in mixture models under genuine multimodality. Journal of Multivariate Analysis 100 (5): 851-861. (Details)
2008 Grün, Bettina, Leisch, Friedrich. 2008. Flexmix Version 2: Finite Mixtures With Concomitant Variables and Varying and Constant Parameters. Journal of Statistical Software 28 (4): 1-35. (Details)
  Grün, Bettina, Leisch, Friedrich . 2008. Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects. Journal of Classification 25 (2): 225-247. (Details)

Contribution to conference proceedings

2010 Dolnicar, Sara, Grün, Bettina, Rossiter, John R.. 2010. An Initial Empirical Guide to Translating Between Different Answer Formats. In Proceedings of the 39th EMAC Conference, Hrsg. Copenhagen Business School, CD-ROM. Copenhagen, Denmark: EMAC. (Details)
2008 Grün, Bettina. 2008. Fitting Finite Mixtures of Linear Mixed Models With the EM Algorithm. In Compstat 2008 - Proceedings in Computational Statistics, vol. II, Hrsg. Paula Brito, 165-173. Heidelberg: Physica-Verlag. (Details)

Paper presented at an academic conference or symposium

2010 Grün, Bettina. 2010. Finite mixtures of generalized linear regression models. FSP Empirical Economics and Econometrics (EmpEc), Universität Innsbruck, Innsbruck, Österreich, 27.10.. (Details)
  Grün, Bettina, Hornik, Kurt. 2010. Finite mixture modeling of censored longitudinal data. Joint Meeting GfKl-CLADAG, Firenze, Italien, 08.09-10.09. (Details)
  Grün, Bettina. 2010. Finite mixtures of generalized linear regression models. Séminaire de statistique et économétrie, GREQAM, Marseille, Frankreich, 23.02.. (Details)
2009 Dolnicar, Sara, Grün, Bettina, Rossiter, John R.. 2009. Choosing the right answer format: Investigating the impact of different answer formats on the results of brand image data. Seminar at the School of Management and Marketing Research, University of Wollongong, Wollongong, Australien, 05.08. (Details)
  Grün, Bettina, Leisch, Friedrich. 2009. Flexible mixture modeling of environmental data and some computational issues. IASC-ERS International Summer School on Computational Aspects in Environmental Statistics, Pamporovo, Bulgarien, 07.09.-11.09.. (Details)
  Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. Extending the Latent Variable Approach to Rating Validation - Including Finite Mixture Distributions and Censored Observations. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04.. (Details)
2008 Grün, Bettina, Dolnicar, Sara, Rossiter, John R.. 2008. Measuring Stability of Brand Image Analysis - Accounting for Heterogeneity in Descriptive Models. Seminar at the School of Management and Marketing Research, University of Wollongong, Wollongong, Australien, 29.01. (Details)
  Grün, Bettina. 2008. Comparing Variants of the EM Algorithm for Finite Mixtures of Linear Mixed Effect Models. Joint Statistical Meetings (JSM 2008), Denver, Vereinigte Staaten/USA, 03.08.-07.08.. (Details)
  Grün, Bettina, Leisch, Friedrich . 2008. Finite Mixture Model Diagnostics Using the Bootstrap. 1st Workshop of the ERCIM Working Group on Computing & Statistics, Neuchatel, Schweiz, 19.07.-21.07.. (Details)
  Grün, Bettina. 2008. Fitting Finite Mixtures of Linear Mixed Models with the EM Algorithm. Compstat 2008, Porto, Portugal, 24.08-.-29.08.. (Details)
  Grün, Bettina, Leisch, Friedrich . 2008. FlexMix: Flexible Fitting of Finite Mixtures with the EM Algorithm. useR! 2008, Dortmund, Deutschland, 12.08.-14.08.. (Details)
  Grün, Bettina, Leisch, Friedrich . 2008. Identification and Estimation of Finite Mixtures of Generalized Linear Models. 5. Herbstkolloquium des Graduiertenkollegs, Dortmund, Deutschland, 28.11.-29.11.. (Details)
  Grün, Bettina, Leisch, Friedrich. 2008. Model Diagnostics of Finite Mixtures Using Bootstrapping. 32nd Annual Conference of the German Classification Society (GfKl), Hamburg, Deutschland, 16.07.-18.07.. (Details)

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