Estimation of knots using such "mixture regression with change point" versions is known to be computationally demanding (25), and even more so with discrete outcomes, replicate observations, and numerous stages that span latent classes. Across website users, we use a parallelized local grid search strategy using applications as an engine because no general purpose method scales to information of the complexity used here and span both stages. Our method is generalizable and replicable, and it leverages two specific software packages to break the statistical model into two parts: creating random "nearby" candidate knot configurations (completed in Matlab) and analyzing discrete heterogeneity in ensuing parameters (completed in Latent Gold). We use a combination of stochastic- and gradient-based methods to iterate between estimating the two-stage, latent class models and exploring the space of knots that are possible. (Details about the algorithm can be found in SI Appendix, Section S1. .
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