StepMix is an open-source software package for the pseudo-likelihood
estimation (one-, two- and three-step approaches) of generalized finite mixture
models (latent profile and latent class analysis) with external variables
(covariates and distal outcomes). In many applications in social sciences, the
main objective is not only to cluster individuals into latent classes, but also
to use these classes to develop more complex statistical models. These models
generally divide into a measurement model that relates the latent classes to
observed indicators, and a structural model that relates covariates and outcome
variables to the latent classes. The measurement and structural models can be
estimated jointly using the so-called one-step approach or sequentially using
stepwise methods, which present significant advantages for practitioners
regarding the interpretability of the estimated latent classes. In addition to
the one-step approach, StepMix implements the most important stepwise
estimation methods from the literature, including the bias-adjusted three-step
methods with BCH and ML corrections and the more recent two-step approach.
These pseudo-likelihood estimators are presented in this paper under a unified
framework as specific expectation-maximization subroutines. To facilitate and
promote their adoption among the data science community, StepMix follows the
object-oriented design of the scikit-learn library and provides interfaces in
both Python and R.Comment: Sacha Morin and Robin Legault contributed equall