Inference and Local Influence Assessment in a Multifactor Skew-Normal Linear Mixed Model

Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung

Beitragende

  • Zeinolabedin Najafi - , Islamic Azad University (Autor:in)
  • Karim Zare - , Islamic Azad University (Autor:in)
  • Mohammad Reza Mahmoudi - , Fasa University (Autor:in)
  • Soheil Shokri - , Islamic Azad University (Autor:in)
  • Amir Mosavi - , Technische Universität Dresden, Óbuda University, University of Public Service, Slovak University of Technology (Autor:in)

Abstract

This work considers a multifactor linear mixed model under heteroscedasticity in random-effect factors and the skew-normal errors for modeling the correlated datasets. We implement an expectation–maximization (EM) algorithm to achieve the maximum likelihood estimates using conditional distributions of the skew-normal distribution. The EM algorithm is also implemented to extend the local influence approach under three model perturbation schemes in this model. Furthermore, a Monte Carlo simulation is conducted to evaluate the efficiency of the estimators. Finally, a real data set is used to make an illustrative comparison among the following four scenarios: normal/skew-normal errors and heteroscedasticity/homoscedasticity in random-effect factors. The empirical studies show our methodology can improve the estimates when the model errors follow from a skew-normal distribution. In addition, the local influence analysis indicates that our model can decrease the effects of anomalous observations in comparison to normal ones.

Details

OriginalspracheEnglisch
Aufsatznummer2820
FachzeitschriftMathematics
Jahrgang10
Ausgabenummer15
PublikationsstatusVeröffentlicht - Aug. 2022
Peer-Review-StatusJa

Schlagworte

ASJC Scopus Sachgebiete

  • Informatik (sonstige) - applied mathematics, EM algorithm, expectation–maximization algorithm, heteroscedasticity, Linear mixed models, Monte Carlo simulation, random effects, skew-normal, variance components
  • Allgemeine Mathematik - applied mathematics, EM algorithm, expectation–maximization algorithm, heteroscedasticity, Linear mixed models, Monte Carlo simulation, random effects, skew-normal, variance components
  • Ingenieurwesen (sonstige) - applied mathematics, EM algorithm, expectation–maximization algorithm, heteroscedasticity, Linear mixed models, Monte Carlo simulation, random effects, skew-normal, variance components

Schlagwörter

  • applied mathematics, EM algorithm, expectation–maximization algorithm, heteroscedasticity, Linear mixed models, Monte Carlo simulation, random effects, skew-normal, variance components