```That's not really true. Lyn Hunt's program Multimix hybridizes between
mixtures
of multivariate normals and latent class analysis and copes with both
continuous and categorical variables. Covariance matrices are estimated
separately within clusters. It does help if the structure of these within
cluster covariance matrices can be specified as block-diagonal matrices as
this
reduces the number of parameters and stabilizes the estimation. Missing values
in variables may be coped with.

Murray Jorgensen

At 06:32 23/10/02 -0500, shannon wrote:
>Hi
>
>I would think this could occur only in a special case where a mixture
>model approach can be used. The data would need to be from three different
>multivariate normal distributions, each with the same covariance matrix.
>If you do a web search on 'mixture models' you will come up with the
>information you need.
>
>I don't know of and can't imagine any type of hierarchical or scaling
>approach that could be used.
>
>
>Bill
>---
>
>William D. Shannon, Ph.D.
>
>Assistant Professor of Biostatistics in Medicine
>Division of General Medical Sciences and Biostatistics
>
>Washington University School of Medicine
>Campus Box 8005, 660 S. Euclid
>St. Louis, MO   63110
>
>Phone: 314-454-8356
>Fax: 314-454-5113
>web page: http://ilya.wustl.edu/~shannon
>
>
>On Wed, 23 Oct 2002, Marinucci, Max (MB Ergo) wrote:
>
>> Dear all
>>
>>
>> I would like to know if there is some clustering provedure which does the
>> following.Given a data set with n observations on k variables with
>> correlations matrix R (k x k) I would like to obtain 3 cluster of
>> approximatively equal size n1=n2=n3 that satisfy the following condition.
>>
>>
>> The correlations matrix of each of the three subgroups should be as
close as
>> possible each other and with respect to the pooled correlation matrix, That
>> is R1=R2=R3=R
>>
>>
>> Do you have any suggestions or ideas on how to proceed to obtain such
>> partitions?
>>
>>
>> Thanx a lot
>>
>>
>> Massimiliano Marinucci
>>
>>
>> Phd candidate
>>
>>
>>
>>
>>
>>
>>
>>
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>
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand