Abstract
A central topic of empirical social research is the problem of unobserved heterogeneity. To solve this problem at least partially, a statistical model is presented: the finite mixture of conditional mean and covariance structure models. In this approach, the expected values in each component of a mixture may depend on normally or nonnormally distributed regressor variables. The expected value and the covariance matrix in each component of the mixture are parameterized using conditional mean and covariance structure models. Three different procedures for estimating the parameters of these models are briefly discussed. The model and the estimation procedures are applied to data of the German General Social Survey 1998 to identify heterogenous types of life style. Since different regression models with latent variables may be used for each type, it is not only possible to cover different types of life style, but also different types of relationships between life style dimensions and the influences of sociodemographic variables on life style.
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