RT info:eu-repo/semantics/article
T1 Graphical and computational tools to guide parameter choice for the cluster weighted robust model
A1 Mayo Iscar, Agustín
A1 Greselin, Francesca
A1 García Escudero, Luis Ángel
A1 Cappozzo, Andrea
AB The Cluster Weighted Robust Model (CWRM) is a recently introduced methodology to robustly estimate mixtures of regressions with random covariates. The CWRM allows users to flexibly perform regression clustering, safeguarding it against data contamination and spurious solutions. Nonetheless, the resulting solution depends on the chosen number of components in the mixture, the percentage of impartial trimming, the degree of heteroscedasticity of the errors around the regression lines and of the clusters in the explanatory variables. Therefore an appropriate model selection is crucially required. Such a complex modeling task may generate several “legitimate” solutions: each one derived from a distinct hyper-parameters specification. The present paper introduces a two step-monitoring procedure to help users  ffectively explore such a vast model space. The first phase uncovers the most appropriate percentages of trimming, whilst the second phase explores the whole set of solutions, conditioning on the outcome derived from the previous step. The final output singles out a set of “top” solutions, whose optimality, stability and validity is assessed. Novel graphical and computational tools - specifically tailored for the CWRM framework - will help the user make an educated choice among the optimal solutions. Three examples on real datasets showcase our proposal in action. Supplementary files for this article are available online.
PB Taylor and Francis Ltd
YR 2023
FD 2023
LK https://uvadoc.uva.es/handle/10324/74477
UL https://uvadoc.uva.es/handle/10324/74477
LA eng
NO Cappozzo, A., García-Escudero, L. A., Greselin, F., & Mayo-Iscar, A. (2023). Graphical and Computational Tools to Guide Parameter Choice for the Cluster Weighted Robust Model. Journal of Computational and Graphical Statistics, 32(3), 1195-1214.
DS UVaDOC
RD 05-feb-2025