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COMPSTAT’2004 Symposium ○c Physica-Verlag/Springer 2004 MIXTURE OF GLMS AND THE TRIMMED LIKELIHOOD METHODOLOGY

By N. Neykov, P. Filzmoser, R. Dimova, P. Neytchev and Glms Flexmix R

Abstract

Abstract: The Maximum Likelihood Estimator (MLE) has been widely used to estimate the unknown parameters in the finite mixture of Generalized Linear Models (GLMs). However, the MLE can be very sensitive to outliers in the data. In this paper we consider an approach based on the Trimmed Likelihood Estimator (TLE) to estimate mixtures of GLMs in a robust way. The superiority of this approach in comparison with the MLE is illustrated through a simulation study.

Topics: Key words, Trimmed likelihood estimator, robust estimator, mixture of
Year: 2011
OAI identifier: oai:CiteSeerX.psu:10.1.1.195.8839
Provided by: CiteSeerX
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