LIKELIHOOD BASED INFERENCE FOR SKEW-NORMAL INDEPENDENT LINEAR MIXED MODELS

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dc.contributor.authorLachos, Victor H.
dc.contributor.authorGhosh, Pulak
dc.contributor.authorArellano Valle, Reinaldo B.
dc.date.accessioned2024-01-10T13:14:21Z
dc.date.available2024-01-10T13:14:21Z
dc.date.issued2010
dc.description.abstractLinear mixed models with normally distributed response are routinely used in longitudinal data. However, the accuracy of the assumed normal distribution is crucial for valid inference of the parameters We present a new class of asymmetric linear mixed models that provides for an efficient estimation of the parameters in the analysis of longitudinal data We assume that, marginally. the random effects follow a multivariate skew-normal/independent distribution (Branco and Dey (2001)) and that the random errors follow a symmetric normal/independent distribution (Lange and Sinsheimer (1993)), providing an appealing robust alternative to the usual symmetric normal distribution in linear mixed models Specific distributions examined include the skew-normal, the skew-t, the skew-slash, and the skew-contaminated normal distribution We present all efficient EM-type algorithm algorithm for the computation of maximum likelihood estimation of parameters The technique for the prediction of future responses under this class of distributions is also investigated The methodology is illustrated through an applications to Framingham cholesterol data and a. simulation study.
dc.description.funderFundacao de Amparao a Pesquisa do Estado de Sao Paulo (FAPESP)
dc.description.funderFONDECYT (Chile)
dc.fechaingreso.objetodigital2024-05-10
dc.format.extent20 páginas
dc.fuente.origenWOS
dc.identifier.eissn1996-8507
dc.identifier.issn1017-0405
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/78398
dc.identifier.wosidWOS:000275034100018
dc.information.autorucMatemática;Arellano-Valle RB;S/I;58107
dc.issue.numero1
dc.language.isoen
dc.nota.accesoSin adjunto
dc.pagina.final322
dc.pagina.inicio303
dc.publisherSTATISTICA SINICA
dc.revistaSTATISTICA SINICA
dc.rightsregistro bibliográfico
dc.subjectEM-algorithm
dc.subjectlinear mixed models
dc.subjectskew-normal/independent distributions
dc.subjectskewness
dc.subjectMAXIMUM-LIKELIHOOD
dc.subjectEM
dc.subjectDISTRIBUTIONS
dc.subjectALGORITHM
dc.subjectECM
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleLIKELIHOOD BASED INFERENCE FOR SKEW-NORMAL INDEPENDENT LINEAR MIXED MODELS
dc.typeartículo
dc.volumen20
sipa.codpersvinculados58107
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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