Linear regression by observations from mixture with varying concentrations

Daryna Liubashenko; Rostyslav Maiboroda

doi:10.15559/15-vmsta41

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arXiv · 1601.01109

Linear regression by observations from mixture with varying concentrations

Daryna Liubashenko·Rostyslav Maiboroda

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Abstract

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the least-squares estimator is proposed for estimation of the regression coefficients. Consistency and asymptotic normality of the estimates is demonstrated.

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Daryna Liubashenko, Rostyslav Maiboroda. 2016-01-06. Linear regression by observations from mixture with varying concentrations. https://doi.org/10.15559/15-vmsta41

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