Linear mixed models with marginally symmetric nonparametric random effects
From MaRDI portal
Publication:1658992
DOI10.1016/J.CSDA.2016.05.005zbMATH Open1466.62166arXiv1602.03697OpenAlexW2264343237MaRDI QIDQ1658992FDOQ1658992
Authors: Geoffrey J. McLachlan, Hien D. Nguyen 
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Abstract: Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often lead to misspecification errors when the random effects are not normal. One approach to remedy the misspecification errors is to utilize a point-mass distribution to model the random effects; this is known as the nonparametric maximum likelihood-fitted (NPML) model. The NPML model is flexible but requires a large number of parameters to characterize the random-effects distribution. It is often natural to assume that the random-effects distribution be at least marginally symmetric. The marginally symmetric NPML (MSNPML) random-effects model is introduced, which assumes a marginally symmetric point-mass distribution for the random effects. Under the symmetry assumption, the MSNPML model utilizes half the number of parameters to characterize the same number of point masses as the NPML model; thus the model confers an advantage in economy and parsimony. An EM-type algorithm is presented for the maximum likelihood (ML) estimation of LMMs with MSNPML random effects; the algorithm is shown to monotonically increase the log-likelihood and is proven to be convergent to a stationary point of the log-likelihood function in the case of convergence. Furthermore, it is shown that the ML estimator is consistent and asymptotically normal under certain conditions, and the estimation of quantities such as the random-effects covariance matrix and individual a posteriori expectations is demonstrated.
Full work available at URL: https://arxiv.org/abs/1602.03697
Recommendations
- Nonparametric estimation of random-effects densities in linear mixed-effects model
- Several nonparametric and semiparametric approaches to linear mixed model regression
- The nonlinear mixed effects model with a smooth random effects density
- A semiparametric estimation approach for linear mixed models
- Nonparametric estimation in nonlinear mixed effects models
- scientific article; zbMATH DE number 1293607
- Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities
linear mixed modelsmixture modelrandom effectsnonparametric maximum likelihoodECM algorithmmarginal symmetry
Cites Work
- Fitting finite mixtures of generalized linear regressions in \textsf{R}
- Mixed-Effects Models in S and S-PLUS
- Seamless R and C++ integration with Rcpp
- Title not available (Why is that?)
- Estimating the dimension of a model
- Statistical analysis of finite mixture distributions
- Finite mixture models
- A new look at the statistical model identification
- Random-Effects Models for Longitudinal Data
- Consistent estimation of the order of mixture models.
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Linear mixed models for longitudinal data
- Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
- A unified convergence analysis of block successive minimization methods for nonsmooth optimization
- The EM Algorithm and Extensions, 2E
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Optimization
- Variance Components Testing in the Longitudinal Mixed Effects Model
- Consistent estimation of a mixing distribution
- A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
- Title not available (Why is that?)
- A generalized multivariate analysis of variance model useful especially for growth curve problems
- Generalized, linear, and mixed models
- Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
- A General Maximum Likelihood Analysis of Variance Components in Generalized Linear Models
- Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies
- Mixture of linear mixed models for clustering gene expression profiles from repeated microarray experiments
- Estimation of finite mixtures with symmetric components
- Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
- Laplace mixture of linear experts
- Order selection in finite mixtures of linear regressions
- Finite mixtures of canonical fundamental skew \(t\)-distributions. The unification of the restricted and unrestricted skew \(t\)-mixture models
- A multivariate linear regression analysis using finite mixtures of \(t\) distributions
- Title not available (Why is that?)
- Robust linear mixed models using the skew \(t\) distribution with application to schizophrenia data
- Maximum likelihood inference in robust linear mixed-effects models using multivariate \(t\) distri\-butions
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
- On the consistency of MLE in finite mixture models of exponential families
- Essential statistical inference. Theory and methods
Cited In (3)
- Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
- The relationship between multilevel models and non-parametric multilevel mixture models: discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity
- Symbolic Formulae for Linear Mixed Models
Uses Software
This page was built for publication: Linear mixed models with marginally symmetric nonparametric random effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1658992)
