A Unified Framework for Heterogeneity, Contamination, and Missing Data in Multivariate Regression

2026-08-25

AI Summary

该研究提出了一种统一框架，通过扩展CG-CWM模型处理回归分析中的异质性、污染数据和缺失值问题，使用ECM算法进行参数估计。

Abstract

Missing values, atypical observations, and heterogeneity across latent groups are common sources of complexity in regression data. The contaminated Gaussian cluster-weighted model (CG-CWM) provides a natural framework for handling atypical observations, including outliers and leverage points, in model-based clustering. We extend the CG-CWM to data with missing-at-random (MAR) values in both the response and covariate spaces. The proposed model provides clustering in regression analysis while distinguishing typical observations, outliers, and good and bad leverage points. By treating covariates as random, the model preserves assignment dependence, allowing them to contribute directly to cluster formation. Maximum likelihood estimation is performed through an expectation-conditional maximization (ECM) algorithm that accounts for four sources of incomplete information: missing responses and covariates, unknown component memberships, and latent contamination indicators. Conditional on these indicators, the joint distribution of responses and covariates is multivariate Gaussian, yielding closed-form conditional distributions for missing values and incorporating missingness uncertainty directly into parameter updates. Thus, missing values are handled within model fitting rather than by preliminary imputation. The framework provides clustering, clusterwise regression, model-based treatment of MAR values, and detection of atypical observations. Performance is assessed through numerical studies under varying levels of contamination and missingness patterns, and a real data application.

Problem

• Missing values
• Atypical observations
• Heterogeneity

Innovation

• CG-CWM
• missing-at-random (MAR)
• expectation-conditional maximization (ECM) algorithm
• multivariate Gaussian distribution