Xing, Yanru2013-09-272013-09-272013-09-27http://hdl.handle.net/2097/16534A robust estimation procedure for mixture linear regression models is proposed in this report by assuming the error terms follow a Laplace distribution. EM algorithm is imple- mented to conduct the estimation procedure of missing information based on the fact that the Laplace distribution is a scale mixture of normal and a latent distribution. Finite sample performance of the proposed algorithm is evaluated by some extensive simulation studies, together with the comparisons made with other existing procedures in this literature. A sensitivity study is also conducted based on a real data example to illustrate the application of the proposed method.en-USEM algorithmLaplace distributionLeast absolute deviationMixture regression modelReportStatistics (0463)