Mixtures of Probit Regression Models with Overlapping Clusters

Abstract

Studies with binary outcomes on a heterogeneous population are quite common. Typically, the heterogeneity is modelled through varying effect coefficients within some binary regression setting combined with a clustering procedure. Most of the existing methods assign statistical units to distinct and non-overlapping clusters. However, there are scenarios where units exhibit a more complex organization and the clusters can be thought as partially overlapping. In this case, the standard approach does not work. In this paper, we define a mixture of regression models that allows overlapping clusters. This approach involves an overlap function that maps the regression coefficients, either at the unit or response level, of the parent clusters into the coefficients of the multiple allocation clusters. In order to deal with this intrinsic heterogeneity, regression analyses have to be stratified for different groups of observations or clusters. We present a computationally efficient Monte Carlo Markov Chain (MCMC) scheme for the case of a mixture of probit regressions. A simulation study shows the overall performance of the method. We conclude with two illustrative examples of modelling voting behavior, involving United States (US) Supreme Court justices over a number of topics and members of the United Kingdom (UK) parliament over divisions related to Brexit. These applications provide insights on the usefulness of the method in real applications. The method described can be extended to the case of a generic mixture of multivariate generalized linear models under overlapping clusters.