Frontiers of Mathematics in China >
Robust inference in linear mixed model with skew normal-symmetric error
Received date: 20 Oct 2015
Accepted date: 07 Sep 2017
Published date: 27 Nov 2017
Copyright
Linear mixed effects models with general skew normal-symmetric (SNS) error are considered and several properties of the SNS distributions are obtained. Under the SNS settings, ANOVA-type estimates of variance components in the model are unbiased, the ANOVA-type F-tests are exact F-tests in SNS setting, and the exact confidence intervals for fixed effects are constructed. Also the power of ANOVA-type F-tests for components are free of the skewing function if the random effects normally distributed. For illustration of the main results, simulation studies on the robustness of the models are given by comparisons of multivariate skew-normal, multivariate skew normal-Laplace, multivariate skew normal-uniform, multivariate skew normal-symmetric, and multivariate normal distributed errors. A real example is provided for the illustration of the proposed method.
Key words： Skew normal-symmetric (SNS); ANOVA-type F-test; mixed effect
Mixia WU , Ye TIAN , Aiyi LIU . Robust inference in linear mixed model with skew normal-symmetric error[J]. Frontiers of Mathematics in China, 2017 , 12(6) : 1483 -1500 . DOI: 10.1007/s11464-017-0660-1
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