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Biometrika 1999 86(3):723-727; doi:10.1093/biomet/86.3.723
© 1999 by Biometrika Trust
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Miscellanea. An extension of Morel-Nagaraj's finite mixture distribution for modelling multinomial clustered data

T BanerjeeA1 and SR PaulA2

A1 Department of Statistics, Calcutta University, 35 Ballygunge Circular Road, Calcutta 700019, West Bengal, India A2 Department of Mathematics and Statistics, University of Windsor, Windsor, Ontario, N9P 3P4, Canada E-mail: smjp@uwindsor.ca

Morel & Nagaraj (1993) proposed a finite mixture distribution for modelling multinomial extra variation when the extra variation is believed to be caused by clumped multinomial sampling with one clumping. We propose an extension of the model to incorporate possible multiple clumping. We show that the extended finite mixture distribution is a multinomial mixing distribution with different mixing coefficients. We derive maximum likelihood estimating equations and an asymptotic approximation to the Fisher information matrix for the parameters of the model. A real-life dataset is analysed.

Key Words: Approximation; Categorical data; Fisher information matrix; Multi-clumped finite mixture distribution


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