Finite Mixtures for Simultaneously Modelling Differential Effects and Non-Normal Distributions

The Impact of Imposing Equality Constraints on Residual Variances Across Classes in Regression Mixture Models

The purpose of this study is to explore the impact of constraining class-specific residual variances to be equal by examining and comparing the parameter estimation of a free model and a constrained model under various conditions. A Monte Carlo simulation study was conducted under several conditions, including the number of predictors, class-specific intercepts, sample size, class-specific regression weights, and class proportion to evaluate the results for parameter estimation of the free model and the restricted model. The free model yielded a more accurate estimation than the restricted model for most of the conditions, but the accuracy of the free model estimation was impacted by the number of predictors, sample size, the disparity in the magnitude of class-specific slopes and intercepts, and class proportion. When equality constraints were imposed in residual variance discrepant conditions, the parameter estimates showed substantial inaccuracy for slopes, intercepts, and residual variances, especially for those in Class 2 (with a lower class-specific slope). When the residual variances were equal between the classes, the restricted model showed better performance under some conditions.

The Effects of Sample Size on the Estimation of Regression Mixture Models

Regression mixture models are a statistical approach used for estimating heterogeneity in effects. This study investigates the impact of sample size on regression mixture's ability to produce "stable" results. Monte Carlo simulations and analysis of resamples from an application data set were used to illustrate the types of problems that may occur with small samples in real data sets. The results suggest that (a) when class separation is low, very large sample sizes may be needed to obtain stable results; (b) it may often be necessary to consider a preponderance of evidence in latent class enumeration; (c) regression mixtures with ordinal outcomes result in even more instability; and (d) with small samples, it is possible to obtain spurious results without any clear indication of there being a problem.

A DIAGNOSTIC TOOL FOR CHECKING ASSUMPTIONS OF REGRESSION MIXTURE MODELS

Regression mixture models are becoming more widely used in applied research. It has been recognized that these models are quite sensitive to underlying assumptions, yet many of these assumptions are not directly testable. We discuss a diagnostic tool based on reconstructed residuals that can help uncover violations of model assumptions. These residuals are found by using the posterior probability of class membership to assign, based on a multinomial distribution, a class to each observation. Standard residual checks can be applied to these posterior draw residuals to explore violations of the model assumptions. We present several illustrations of the diagnostic tool.

Modeling predictors of latent classes in regression mixture models

The purpose of the current study is to provide guidance on a process for including latent class predictors in regression mixture models. We first examine the performance of current practice for using the 1-step and 3-step approaches where the direct covariate effect on the outcome is omitted. None of the approaches show adequate estimates of model parameters. Given that the step-1 of the three-step approach shows adequate results in class enumeration, we suggest using an alternative approach: 1) decide the number of latent classes without predictors of latent classes and 2) bring the latent class predictors into the model with the inclusion of hypothesized direct covariates effects. Our simulations show that this approach leads to good estimates for all model parameters. The proposed approach is demonstrated by using empirical data to examine the differential effects of family resources on students' academic achievement outcome. Implications of the study are discussed.

Heterogeneity in the Relationship of Substance Use to Risky Sexual Behavior Among Justice-Involved Youth: A Regression Mixture Modeling Approach

Justice-involved adolescents engage in high levels of risky sexual behavior and substance use, and understanding potential relationships among these constructs is important for effective HIV/STI prevention. A regression mixture modeling approach was used to determine whether subgroups could be identified based on the regression of two indicators of sexual risk (condom use and frequency of intercourse) on three measures of substance use (alcohol, marijuana and hard drugs). Three classes were observed among n = 596 adolescents on probation: none of the substances predicted outcomes for approximately 18 % of the sample; alcohol and marijuana use were predictive for approximately 59 % of the sample, and marijuana use and hard drug use were predictive in approximately 23 % of the sample. Demographic, individual difference, and additional sexual and substance use risk variables were examined in relation to class membership. Findings are discussed in terms of understanding profiles of risk behavior among at-risk youth.

Regression Mixture Models: Does Modeling the Covariance Between Independent Variables and Latent Classes Improve the Results?

Regression mixture models are increasingly used as an exploratory approach to identify heterogeneity in the effects of a predictor on an outcome. In this simulation study, we tested the effects of violating an implicit assumption often made in these models; that is, independent variables in the model are not directly related to latent classes. Results indicate that the major risk of failing to model the relationship between predictor and latent class was an increase in the probability of selecting additional latent classes and biased class proportions. In addition, we tested whether regression mixture models can detect a piecewise relationship between a predictor and outcome. Results suggest that these models are able to detect piecewise relations but only when the relationship between the latent class and the predictor is included in model estimation. We illustrate the implications of making this assumption through a reanalysis of applied data examining heterogeneity in the effects of family resources on academic achievement. We compare previous results (which assumed no relation between independent variables and latent class) to the model where this assumption is lifted. Implications and analytic suggestions for conducting regression mixture based on these findings are noted.

Evaluating differential effects using regression interactions and regression mixture models

Research increasingly emphasizes understanding differential effects. This paper focuses on understanding regression mixture models, a relatively new statistical methods for assessing differential effects by comparing results to using an interactive term in linear regression. The research questions which each model answers, their formulation, and their assumptions are compared using Monte Carlo simulations and real data analysis. The capabilities of regression mixture models are described and specific issues to be addressed when conducting regression mixtures are proposed. The paper aims to clarify the role that regression mixtures can take in the estimation of differential effects and increase awareness of the benefits and potential pitfalls of this approach. Regression mixture models are shown to be a potentially effective exploratory method for finding differential effects when these effects can be defined by a small number of classes of respondents who share a typical relationship between a predictor and an outcome. It is also shown that the comparison between regression mixture models and interactions becomes substantially more complex as the number of classes increases. It is argued that regression interactions are well suited for direct tests of specific hypotheses about differential effects and regression mixtures provide a useful approach for exploring effect heterogeneity given adequate samples and study design.