Linear effects mixed models with skew-elliptical distributions: A Bayesian approach
نویسندگان
چکیده
Normality of random effects and error terms is a routine assumption for linear effects mixed models. However, such assumption may be unrealistic, obscuring important features of withinand among-unit variation. A simple and robust Bayesian parametric approach that relaxes this assumption by using a multivariate Skew elliptical distributions, which includes the Skew-t, Skew-normal, t-Student, and Normal distribution as special cases and provides flexibility in capturing a broad range of non-normal and asymmetric behavior is presented. An appropriate posterior simulation scheme is developed and the methods are Author for correspondence: Alejandro Jara, Biostatistical Centre, Catholic University of Leuven, Kapucijnenvoer 35, B-3000 Leuven, Belgium. E-mail : [email protected]
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