Random effects elliptically distributed in unbalanced linear models

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Abstract

In linear mixed effects models, random effects are used for modelling the variance-covariance structure of the response variable. These models are based on the assumption that the random effects are normally distributed, but in literature alternative random effect distributions have been proposed and the consequences of misspecification are investigated. These studies consider only balanced designs. Aim of this paper is to study an unbalanced linear mixed model with random effects elliptically distributed.
Lingua originaleEnglish
Stato di pubblicazionePublished - 2008

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Random Effects
Linear Model
Linear Mixed Effects Model
Balanced Design
Linear Mixed Model
Misspecification
Covariance Structure
Alternatives
Modeling
Model

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title = "Random effects elliptically distributed in unbalanced linear models",
abstract = "In linear mixed effects models, random effects are used for modelling the variance-covariance structure of the response variable. These models are based on the assumption that the random effects are normally distributed, but in literature alternative random effect distributions have been proposed and the consequences of misspecification are investigated. These studies consider only balanced designs. Aim of this paper is to study an unbalanced linear mixed model with random effects elliptically distributed.",
keywords = "Linear mixed model, random effects, elliptically symmetric distributions, misspecification, unbalanced data.",
author = "Fiorella Romito and Luigi Augugliaro",
year = "2008",
language = "English",

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AU - Romito, Fiorella

AU - Augugliaro, Luigi

PY - 2008

Y1 - 2008

N2 - In linear mixed effects models, random effects are used for modelling the variance-covariance structure of the response variable. These models are based on the assumption that the random effects are normally distributed, but in literature alternative random effect distributions have been proposed and the consequences of misspecification are investigated. These studies consider only balanced designs. Aim of this paper is to study an unbalanced linear mixed model with random effects elliptically distributed.

AB - In linear mixed effects models, random effects are used for modelling the variance-covariance structure of the response variable. These models are based on the assumption that the random effects are normally distributed, but in literature alternative random effect distributions have been proposed and the consequences of misspecification are investigated. These studies consider only balanced designs. Aim of this paper is to study an unbalanced linear mixed model with random effects elliptically distributed.

KW - Linear mixed model, random effects, elliptically symmetric distributions, misspecification, unbalanced data.

UR - http://hdl.handle.net/10447/47432

UR - http://www.sis-statistica.it/index.php?area=main&module=contents&contentid=361

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