Suppose you want to find clusters based on a set of variables $Y$, and that you want to estimate the effects of some variables $X$ on membership in those clusters. Here is how I am doing it now.
Step 1: Perform model-based clustering on the variables $Y$ (using the mclust
package for this).
Step 2: Optimize a multinomial regression model with cluster membership as the outcome variable.
It seems like there must be a better way in which the models are estimated simultaneously. Anyone know a good tool in R for this and, even better, a good set of references for (a) the statistical model that the package implements, and (b) how to use the package?
Thanks