Publication

Mixture model analysis of complex samples

Wedel, M., ter Hofstede, F. & Steenkamp, JBEM., 1998, In : Journal of Classification. 15, 2, p. 225-244 20 p.

Research output: Contribution to journalArticleAcademicpeer-review

  • M Wedel
  • F ter Hofstede
  • JBEM Steenkamp

We investigate the effects of a complex sampling design on the estimation of mixture models. An approximate or pseudo likelihood approach is proposed to obtain consistent estimates of class-specific parameters when the sample arises from such a complex design. The effects of ignoring the sample design are demonstrated empirically in the context of an international value segmentation study in which a multinomial mixture model is applied to identify segment-level value rankings. The analysis reveals that ignoring the sample design results in both an incorrect number of segments as identified by information criteria and biased estimates of segment-level parameters.

Original languageEnglish
Pages (from-to)225-244
Number of pages20
JournalJournal of Classification
Volume15
Issue number2
Publication statusPublished - 1998

    Keywords

  • mixture models, complex samplers, stratified samples, pseudo likelihood, MAXIMUM-LIKELIHOOD, EXPONENTIAL-FAMILY, MARKETING STRATEGY, LINEAR-MODELS, VALUES LOV, SEGMENTATION, ESTIMATORS, LIST, VALS

ID: 800283