Much work has been done in the area of the cluster weighted model (CWM), which extends the finite mixture of regression model to include modelling of the covariates. Although many types of distributions have been considered for both the response and covariates, to our knowledge skewed distributions have not yet been considered in this paradigm. Herein, a family of 24 novel CWMs are considered which allows both the covariates and response variables to be modelled using one of four skewed distributions, or the normal distribution. Parameter estimation is performed using the expectation-maximization algorithm and both simulated and real data are used for illustration.
翻译:在集群加权模型(CWM)领域已经做了大量工作,该模型将回归模型的有限组合扩大到包括共变模型的模型,虽然对反应和共变模型都考虑了多种分布类型,但根据我们的知识,偏斜分布尚未在这一模式中考虑,这里考虑的是24个新颖的CWM系列,允许使用四种偏差分布中的一种或正常分布来模拟共变和响应变量,使用预期-最大化算法进行参数估计,并使用模拟和真实数据作为示例。