Inference and Local Influence Assessment in a Multifactor Skew-Normal Linear Mixed Model
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
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
| Originalsprache | Englisch |
|---|---|
| Aufsatznummer | 2820 |
| Fachzeitschrift | Mathematics |
| Jahrgang | 10 |
| Ausgabenummer | 15 |
| Publikationsstatus | Veröffentlicht - Aug. 2022 |
| Peer-Review-Status | Ja |
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