Cluster-weighted models (CWMs) extend finite mixtures of regressions (FMRs) in order to allow the distribution of covariates to contribute to the clustering process. In a matrix-variate framework, the matrix-variate normal CWM has been recently introduced. However, problems may be encountered when data exhibit skewness or other deviations from normality in the responses, covariates or both. Thus, we introduce a family of 24 matrix-variate CWMs which are obtained by allowing both the responses and covariates to be modelled by using one of four existing skewed matrix-variate distributions or the matrix-variate normal distribution. Endowed with a greater flexibility, our matrix-variate CWMs are able to handle this kind of data in a more suitable manner. As a by-product, the four skewed matrix-variate FMRs are also introduced. Maximum likelihood parameter estimates are derived using an expectation-conditional maximization algorithm. Parameter recovery, classification assessment, and the capability of the Bayesian information criterion to detect the underlying groups are investigated using simulated data. Lastly, our matrix-variate CWMs, along with the matrix-variate normal CWM and matrix-variate FMRs, are applied to two real datasets for illustrative purposes.
翻译:集束加权模型(CWMS)扩大了24个矩阵变差模型(CWMS)的组合,允许使用四个现有扭曲的矩阵变差分布或矩阵变差正常分布模式来模拟反应和变差,从而可以对组合组合组合(FMRs)作出贡献。在一个矩阵变差框架内,最近引入了矩阵变差正常的 CWM(矩阵变差正常 CWM),然而,当数据在答复、变差或两者中显示出与正常的偏差或其他偏差时,可能会遇到一些问题。因此,我们引入了一组24个矩阵变差的CWMM(CMM)模型,允许通过使用四个偏差矩阵变差的矩阵变差的分布或矩阵变差的正常分布模型来模拟反应和变差。由于具有更大的灵活性,我们矩阵变差的CWMMM(矩阵)能够以更合适的方式处理这类数据。作为副产品,还引入了四种偏差的矩阵变差的FMRMR(F)模型。通过预期-条件最大化算法来得出最大可能性参数估计值。恢复参数、分类、分类评估以及Bayesian信息标准在模拟数据中测测测测测基组中采用两个模型。