Linear mixed model based on mean mixture of multivariate normal distributions‎: ‎A flexible estimate based on missing value

The purpose of this paper is to extend the linear mixed model for handling missing and {heavy-tailed} data‎. ‎In this model‎, ‎the random effects have multivariate mean mixture of normal distribution and errors arise from a multivariate normal distribution‎. ‎An expectation conditional maximization algorithm is developed for parameter estimation based on missing information‎. ‎The mechanism of missing data is missing-at-random‎. ‎Simulation studies and real data sets represent the efficiency and performance of the proposed model‎.

کلیدواژه ها:

ECM-algorithm‎ ، ‎Heavy-tail distribution ، ‎Linear mixed models ، ‎Mean mixture normal distribution ، ‎Skewness