Fitting finite mixtures of generalized linear regressions in R

Authors

Bettina Grun, Vienna University of TechnologyFollow
Friedrich Leisch, University of Munich

RIS ID

22641

Publication Details

Grun, B. & Leisch, F. (2007). Fitting finite mixtures of generalized linear regressions in R. Computational Statistics and Data Analysis, 51 (11), 5247-5252.

Abstract

R package flexmix provides flexible modelling of finite mixtures of regression models using the EM algorithm. Several new features of the software such as fixed and nested varying effects for mixtures of generalized linear models and multinomial regression for a priori probabilities given concomitant variables are introduced. The use of the software in addition to model selection is demonstrated on a logistic regression example.