We present a Bayesian change point multiple regression methodology which simultaneously estimates the location of change points/regimes, the corresponding subset of independent variables per regime, as well as the associated regimes' regression parameters. Unlike existing switching multiple...

We present an hierarchical Bayes approach to modeling parameter heterogeneity in generalized linear models. The model assumes that there are relevant subpopulations and that within each subpopulation the individual-level regression coefficients have a multivariate normal distribution. However,...

We propose a maximum likelihood framework for estimating finite mixtures of multivariate regression and simultaneous equation models with multiple endogenous variables. The proposed “semi‐parametric” approach posits that the sample of endogenous observations arises from a finite mixture of...

A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member...

Our paper provides a brief review and summary of issues and advances in the use of latent structure and other finite mixture models in the analysis of choice data. Focus is directed to three primary areas: (1) estimation and computational issues, (2) specification and interpretation issues, and...

In this paper an approach is developed that accommodates heterogeneity in Poisson regression models for count data. The model developed assumes that heterogeneity arises from a distribution of both the intercept and the coefficients of the explanatory variables. We assume that the mixing...

This paper presents a conditional mixture, maximum likelihood methodology for performing clusterwise linear regression. This new methodology simultaneously estimates separate regression functions and membership in K clusters or groups. A review of related procedures is discussed with an...