Linear mixed models with skew-elliptical distributions: A Bayesian approach
dc.contributor.author | Jara, Alejandro | |
dc.contributor.author | Quintana, Fernando | |
dc.contributor.author | Martin, Ernesto San | |
dc.date.accessioned | 2024-01-10T13:14:22Z | |
dc.date.available | 2024-01-10T13:14:22Z | |
dc.date.issued | 2008 | |
dc.description.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. | |
dc.fechaingreso.objetodigital | 2024-04-09 | |
dc.format.extent | 13 páginas | |
dc.fuente.origen | WOS | |
dc.identifier.doi | 10.1016/j.csda.2008.04.027 | |
dc.identifier.eissn | 1872-7352 | |
dc.identifier.issn | 0167-9473 | |
dc.identifier.uri | https://doi.org/10.1016/j.csda.2008.04.027 | |
dc.identifier.uri | https://repositorio.uc.cl/handle/11534/78400 | |
dc.identifier.wosid | WOS:000258259600014 | |
dc.information.autoruc | Matemática;Quintana F;S/I;100343 | |
dc.information.autoruc | Matemática;San Martín E;S/I;1001052 | |
dc.issue.numero | 11 | |
dc.language.iso | en | |
dc.nota.acceso | contenido parcial | |
dc.pagina.final | 5045 | |
dc.pagina.inicio | 5033 | |
dc.publisher | ELSEVIER SCIENCE BV | |
dc.revista | COMPUTATIONAL STATISTICS & DATA ANALYSIS | |
dc.rights | acceso restringido | |
dc.subject | LONGITUDINAL DATA | |
dc.subject | T-DISTRIBUTION | |
dc.subject | REGRESSION-MODELS | |
dc.subject | MULTIVARIATE | |
dc.subject | COMPUTATION | |
dc.subject | POPULATION | |
dc.subject | PITFALLS | |
dc.subject.ods | 03 Good Health and Well-being | |
dc.subject.odspa | 03 Salud y bienestar | |
dc.title | Linear mixed models with skew-elliptical distributions: A Bayesian approach | |
dc.type | artículo | |
dc.volumen | 52 | |
sipa.codpersvinculados | 100343 | |
sipa.codpersvinculados | 1001052 | |
sipa.index | WOS | |
sipa.index | Scopus | |
sipa.trazabilidad | Carga SIPA;09-01-2024 |
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