Random effect models for multivariate mixed data: A Parafac-based finite mixture approach
Marco Alfò, Paolo Giordani · Statistical Modelling · 2021
We discuss a flexible regression model for multivariate mixed responses. Dependence between outcomes is introduced via the joint distribution of discrete outcome- and individual-specific random effects that represent potential unobserved heterogeneity in each outcome profile. A different number of locations can be used for each margin, and the association structure is described by a tensor that can be further simplified by using the Parafac model. A case study illustrates the proposal.