mixregTrim {MixSemiRob} | R Documentation |
Robust Regression Estimator Using Trimmed Likelihood
Description
‘mixregTrim’ is used for robust regression estimation of a mixture model using the trimmed likelihood estimator (Neykov et al., 2007). It trims the data to reduce the impact of outliers on the model.
Usage
mixregTrim(x, y, C = 2, keep = 0.95, nstart = 20)
Arguments
x |
an n by p data matrix where n is the number of observations and p is the number of explanatory variables. The intercept term will automatically be added to the data. |
y |
an n-dimensional vector of response variable. |
C |
number of mixture components. Default is 2. |
keep |
proportion of data to be kept after trimming, ranging from 0 to 1. Default is 0.95. |
nstart |
number of initializations to try. Default is 20. |
Value
A list containing the following elements:
pi |
C-dimensional vector of estimated mixing proportions. |
beta |
C by (p + 1) matrix of estimated regression coefficients. |
sigma |
C-dimensional vector of estimated standard deviations. |
lik |
final likelihood. |
References
Neykov, N., Filzmoser, P., Dimova, R., and Neytchev, P. (2007). Robust fitting of mixtures using the trimmed likelihood estimator. Computational Statistics & Data Analysis, 52(1), 299-308.
Examples
data(tone)
y = tone$tuned
x = tone$stretchratio
k = 160
x[151:k] = 0
y[151:k] = 5
est_TLE = mixregTrim(x, y, 2, 0.95, nstart = 1)