Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Celso Romulo Barbosa Cabral; Victor Hugo Lachos; Maria Regina Madruga

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Celso Romulo Barbosa Cabral, Victor Hugo Lachos, Maria Regina Madruga

Material

ARTIGO

Idioma

Inglês

Nota geral

Agradecimentos: The authors thank the two referees whose constructive comments led to a far improved presentation. C.R.B. Cabralacknowledges funding support from CNPq and CAPES-Brazil. The research of V.H. Lachos was supported by Grant 2008/201384-6 from Conselho Naciona

Resumo We present a new class of models to fit longitudinal data, obtained with a suitable modification of the classical linear mixed-effects model. For each sample unit, the joint distribution of the random effect and the random error is a finite mixture of scale mixtures of multivariate skew-normal... Ver mais We present a new class of models to fit longitudinal data, obtained with a suitable modification of the classical linear mixed-effects model. For each sample unit, the joint distribution of the random effect and the random error is a finite mixture of scale mixtures of multivariate skew-normal distributions. This extension allows us to model the data in a more flexible way, taking into account skewness, multimodality and discrepant observations at the same time. The scale mixtures of skew-normal form an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal, skew-Student-t, skew-slash and the skew-contaminated normal distributions as special cases, being a flexible alternative to the use of the corresponding symmetric distributions in this type of models. A simple efficient MCMC Gibbs-type algorithm for posterior Bayesian inference is employed. In order to illustrate the usefulness of the proposed methodology, two artificial and two real data sets are analyzed. (C) 2011 Elsevier B.V. All rights reserved. Ver menos

We present a new class of models to fit longitudinal data, obtained with a suitable modification of the classical linear mixed-effects model. For each sample unit, the joint distribution of the random effect and the random error is a finite mixture of sca

Nota de informação sobre financiamento

CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO - CNPQ

FUNDAÇÃO DE AMPARO À PESQUISA DO ESTADO DE SÃO PAULO - FAPESP

2008/201384-6; 2010/01246-5

COORDENAÇÃO DE APERFEIÇOAMENTO DE PESSOAL DE NÍVEL SUPERIOR - CAPES

Direito de acesso

fechado

Assuntos

Modelos lineares (Estatística)

Misturas finitas

Teoria bayesiana de decisão estatística

Métodos MCMC (Estatística)

Distribuição normal assimétrica

Artigo original

Autoria

Lachos Dávila, Víctor Hugo, 1973-

Cabral, Celso Rômulo Barbosa

Sites

DOI: https://doi.org/10.1016/j.jspi.2011.07.007

Texto completo: https://www.sciencedirect.com/science/article/pii/S0378375811002771

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Celso Romulo Barbosa Cabral, Victor Hugo Lachos, Maria Regina Madruga

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Celso Romulo Barbosa Cabral, Victor Hugo Lachos, Maria Regina Madruga

Fontes

Journal of statistical planning and inference Vol. 142, no. 1 (Jan., 2012), p. 181-200

Terminal de consulta web

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population

Fontes