Repeated measures regression mixture models.

Regression mixture models are one increasingly utilized approach for developing theories about and exploring the heterogeneity of effects. In this study we aimed to extend the current use of regression mixtures to a repeated regression mixture method when repeated measures, such as diary-type and experience-sampling method, data are available. We hypothesized that additional information borrowed from the repeated measures would improve the model performance, in terms of class enumeration and accuracy of the parameter estimates. We specifically compared three types of model specifications in regression mixtures: (a) traditional single-outcome model; (b) repeated measures models with three, five, and seven measures; and (c) a single-outcome model with the average of seven repeated measures. The results showed that the repeated measures regression mixture models substantially outperformed the traditional and average single-outcome models in class enumeration, with less bias in the parameter estimates. For sample size, whereas prior recommendations have suggested that regression mixtures require samples of well over 1,000 participants, even for classes at a large distance from each other (classes with regression weights of .20 vs. .70), the present repeated measures regression mixture models allow for samples as low as 200 participants with an increased number (i.e., seven) of repeated measures. We also demonstrate an application of the proposed repeated measures approach using data from the Sleep Research Project. Implications and limitations of the study are discussed.

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.

An evaluation of the bootstrap for model validation in mixture models.

Bootstrapping has been used as a diagnostic tool for validating model results for a wide array of statistical models. Here we evaluate the use of the non-parametric bootstrap for model validation in mixture models. We show that the bootstrap is problematic for validating the results of class enumeration and demonstrating the stability of parameter estimates in both finite mixture and regression mixture models. In only 44% of simulations did bootstrapping detect the correct number of classes in at least 90% of the bootstrap samples for a finite mixture model without any model violations. For regression mixture models and cases with violated model assumptions, the performance was even worse. Consequently, we cannot recommend the non-parametric bootstrap for validating mixture models. The cause of the problem is that when resampling is used influential individual observations have a high likelihood of being sampled many times. The presence of multiple replications of even moderately extreme observations is shown to lead to additional latent classes being extracted. To verify that these replications cause the problems we show that leave-k-out cross-validation where sub-samples taken without replacement does not suffer from the same 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.

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.

Using regression mixture models with non-normal data: Examining an ordered polytomous approach.

Mild to moderate skew in errors can substantially impact regression mixture model results; one approach for overcoming this includes transforming the outcome into an ordered categorical variable and using a polytomous regression mixture model. This is effective for retaining differential effects in the population; however, bias in parameter estimates and model fit warrant further examination of this approach at higher levels of skew. The current study used Monte Carlo simulations; three thousand observations were drawn from each of two subpopulations differing in the effect of X on Y. Five hundred simulations were performed in each of the ten scenarios varying in levels of skew in one or both classes. Model comparison criteria supported the accurate two class model, preserving the differential effects, while parameter estimates were notably biased. The appropriate number of effects can be captured with this approach but we suggest caution when interpreting the magnitude of the effects.

Differential Effects of Parental Controls on Adolescent Substance Use: For Whom Is the Family Most Important?

OBJECTIVE: Social control theory assumes that the ability of social constraints to deter juvenile delinquency will be invariant across individuals. This paper tests this hypothesis and examines the degree to which there are differential effects of parental controls on adolescent substance use. METHODS: Analyses are based on self-reported data from 7,349 10th-grade students and rely on regression mixture models to identify latent classes of individuals who may vary in the effects of parental controls on drug use. RESULTS: All parental controls were significantly related to adolescent drug use, with higher levels of control associated with less drug use. The effects of instrumental parental controls (e.g., parental management strategies) on drug use were shown to vary across individuals, while expressive controls (e.g., parent/child attachment) had uniform effects in reducing drug use. Specifically, poor family management and more favorable parental attitudes regarding children's drug use and delinquency had stronger effects on drug use for students who reported greater attachment to their neighborhoods, less acceptance of adolescent drug use by neighborhood residents, and fewer delinquent peers, compared to those with greater community and peer risk exposure. Parental influences were also stronger for Caucasian students versus those from other racial/ethnic groups, but no differences in effects were found based on students' gender or commitment to school. CONCLUSIONS: The findings demonstrate support for social control theory, and also help to refine and add precision to this perspective by identifying groups of individuals for whom parental controls are most influential. Further, they offer an innovative methodology that can be applied to any criminological theory to examine the complex forces that result in illegal behavior.

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

Regression mixture models have been increasingly applied in the social and behavioral sciences as a method for identifying differential effects of predictors on outcomes. While the typical specification of this approach is sensitive to violations of distributional assumptions, alternative methods for capturing the number of differential effects have been shown to be robust. Yet, there is still a need to better describe differential effects that exist when using regression mixture models. The current study tests a new approach that uses sets of classes (called differential effects sets) to simultaneously model differential effects and account for non-normal error distributions. Monte Carlo simulations are used to examine the performance of the approach. The number of classes needed to represent departures from normality is shown to be dependent on the degree of skew. The use of differential effects sets reduced bias in parameter estimates. Applied analyses demonstrated the implementation of the approach for describing differential effects of parental health problems on adolescent body mass index using differential effects sets approach. Findings support the usefulness of the approach which overcomes the limitations of previous approaches for handling non-normal errors.