linear mixed model based on mean mixture of multivariate normal distributions: a flexible estimate based on missing value
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نویسنده
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hashemi farzane ,goodarzi faranak
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منبع
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journal of statistical modelling: theory and applications - 2024 - دوره : 5 - شماره : 2 - صفحه:97 -119
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چکیده
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The purpose of this paper is to extend the linear mixed model for handling missing and {heavy-tailed} data. in this model, the random effects have multivariate mean mixture of normal distribution and errors arise from a multivariate normal distribution. an expectation conditional maximization algorithm is developed for parameter estimation based on missing information. the mechanism of missing data is missing-at-random. simulation studies and real data sets represent the efficiency and performance of the proposed model.
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کلیدواژه
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ecm-algorithm; heavy-tail distribution; linear mixed models; mean mixture normal distribution; skewness
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آدرس
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university of kashan, faculty of mathematics, department of statistics, iran, university of kashan, faculty of mathematics, department of statistics, iran
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پست الکترونیکی
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f-goodarzi@kashanu.ac.ir
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