Publicação: Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation
Carregando...
Data
Autores
Orientador
Coorientador
Pós-graduação
Curso de graduação
Título da Revista
ISSN da Revista
Título de Volume
Editor
Tipo
Artigo
Direito de acesso
Acesso restrito
Resumo
Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a texicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.
Descrição
Palavras-chave
Bayesian inference, Gibbs sampling, Metropolis-Hastings, Mixed effects model, Normal/independent distribution, Robust model
Idioma
Inglês
Como citar
Biometrical Journal, v. 45, n. 5, p. 573-590, 2003.