Linear mixed models with skew-elliptical distributions: A Bayesian approach
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Date
2008
Journal Title
Journal ISSN
Volume Title
Publisher
ELSEVIER SCIENCE BV
Abstract
Normality of random effects and error terms is a routine assumption for linear mixed models. However, such an assumption may be unrealistic, obscuring important features of within- and among-unit variation. A simple and robust Bayesian parametric approach that relaxes this assumption by using a multivariate skew-elliptical distribution, which includes the Skew-t, Skew-normal, t-Student, and Normal distributions as special cases and provides flexibility in capturing a broad range of non-normal and asymmetric behavior is presented. An appropriate posterior simulation scheme is developed and the methods are illustrated with an application to a longitudinal data example. (C) 2008 Elsevier B.V. All rights reserved.
Description
Keywords
LONGITUDINAL DATA, T-DISTRIBUTION, REGRESSION-MODELS, MULTIVARIATE, COMPUTATION, POPULATION, PITFALLS