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.

diagnostic tool, model assumptions, posterior draws, regression mixture models, residuals.