蒙特卡罗方法
最大似然
混合模型
计量经济学
数学
估计理论
数学优化
局部最优
估计
应用数学
参数空间
引力奇点
计算机科学
统计
经济
数学分析
管理
作者
John R. Hipp,Daniel J. Bauer
标识
DOI:10.1037/1082-989x.11.1.36
摘要
Finite mixture models are well known to have poorly behaved likelihood functions featuring singularities and multiple optima. Growth mixture models may suffer from fewer of these problems, potentially benefiting from the structure imposed on the estimated class means and covariances by the specified growth model. As demonstrated here, however, local solutions may still be problematic. Results from an empirical case study and a small Monte Carlo simulation show that failure to thoroughly consider the possible presence of local optima in the estimation of a growth mixture model can sometimes have serious consequences, possibly leading to adoption of an inferior solution that differs in substantively important ways from the actual maximum likelihood solution. Often, the defaults of current software need to be overridden to thoroughly evaluate the parameter space and obtain confidence that the maximum likelihood solution has in fact been obtained.
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