کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147585 | 957772 | 2012 | 20 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: 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](/preview/png/1147585.png)
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.
► A simple efficient MCMC Gibbs algorithm for Bayesian inference is employed.
► The scale mixtures of skew-normal distributions are used.
► This extension allows us to model the data in a more flexible way.
► The model selection issue is considered.
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 1, January 2012, Pages 181–200