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

نویسندگان

1 Department of Statistics‎, ‎Faculty of Mathematics‎, ‎University of Kashan‎, ‎Kashan‎, ‎Iran

2 Department of Statistics‎, ‎Faculty of Mathematics‎, ‎University of Kashan‎, ‎Kashan‎, ‎Iran

doi
10.22034/jsmta.2025.22218.1160
چکیده

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.