stepmix 0.1.0

A Python package for multi-step estimation of latent class models with measurement and structural components. The package can also be used to fit mixture models with various observed random variables.

StepMix

A Python package for multi-step estimation of latent class models with measurement and structural components. The package can also be used to fit mixture models with various observed random variables. Largely based on Bakk & Kuha, 2018.

Install

You can install StepMix with pip, preferably in a virtual environment :

pip install stepmix

Usage

A simple example for 3-step estimation on simulated data :

from stepmix.datasets import data_bakk_response
from stepmix.stepmix import StepMix

# Soft 3-step 
X, Y, _ = data_bakk_response(n_samples=1000, sep_level=.7, random_state=42)
model = StepMix(n_components=3, n_steps=3, measurement='bernoulli', structural='gaussian_unit', assignment='soft',
            random_state=42)
model.fit(X, Y)
print(model.score(X, Y))  # Average log-likelihood

# Equivalently, each step can be performed individually. See the code of the fit method for details.
model = StepMix(n_components=3, measurement='bernoulli', structural='gaussian_unit', random_state=42)
model.em(X)  # Step 1
probs = model.predict_proba(X)  # Step 2
model.m_step_structural(probs, Y)  # Step 3
print(model.score(X, Y))

1-step and 2-step estimation are simply a matter of changing of the n_steps argument. Additionally, some bias correction methods are available for 3-step estimation.

References

• Bolck, A., Croon, M., and Hagenaars, J. Estimating latent structure models with categorical variables: One-step versus three-step estimators. Political analysis, 12(1): 3–27, 2004.

• Vermunt, J. K. Latent class modeling with covariates: Two improved three-step approaches. Political analysis, 18 (4):450–469, 2010.

• Bakk, Z., Tekle, F. B., and Vermunt, J. K. Estimating the association between latent class membership and external variables using bias-adjusted three-step approaches. Sociological Methodology, 43(1):272–311, 2013.

• Bakk, Z. and Kuha, J. Two-step estimation of models between latent classes and external variables. Psychometrika, 83(4):871–892, 2018