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

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Zeinolabedin Najafi - , Islamic Azad University (Author)
  • Karim Zare - , Islamic Azad University (Author)
  • Mohammad Reza Mahmoudi - , Fasa University (Author)
  • Soheil Shokri - , Islamic Azad University (Author)
  • Amir Mosavi - , TUD Dresden University of Technology, Óbuda University, University of Public Service, Slovak University of Technology (Author)

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

Original languageEnglish
Article number2820
JournalMathematics
Volume10
Issue number15
Publication statusPublished - Aug 2022
Peer-reviewedYes

Keywords

Keywords

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