Journal of Statistical Computation and Simulation, ( ISI ), Volume (91), No (2), Year (2021-1) , Pages (260-281)

Title : ( Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics )

Authors: M. Taavoni , Mohammad Arashi , Wan-LunWang , Tsung-I Lin ,

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Abstract

Semiparametric mixed-effects models (SMM) have received increasing attention in recent years because of the greater flexibility in analysing longitudinal trajectories. However, the normality assumption of SMM may be unrealistic when outliers occur in the data. This paper presents a semiparametric extension of the multivariate t linear mixed-effects model (MtLMM), called the multivariate t semiparametric mixed model (MtSMM). To be specific, the MtSMM incorporates a parametric linear function related to the fixed covariate effects and random effects which have a joint multivariate t distribution together with an arbitrary nonparametric smooth function to capture the unexpected patterns. A computationally analytical EM based algorithm is developed for carrying out maximum likelihood estimation of the MtSMM. Simulation studies and a real example concerning the analysis of PBCseq data are used to investigate the empirical behaviour of the proposed methodology.

Keywords

Multiple characteristics; multivariate t distribution; outliers; semiparametric modelling; smoothing spline
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@article{paperid:1083296,
author = {M. Taavoni and Arashi, Mohammad and Wan-LunWang and Tsung-I Lin},
title = {Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics},
journal = {Journal of Statistical Computation and Simulation},
year = {2021},
volume = {91},
number = {2},
month = {January},
issn = {0094-9655},
pages = {260--281},
numpages = {21},
keywords = {Multiple characteristics; multivariate t distribution; outliers; semiparametric modelling; smoothing spline},
}

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%0 Journal Article
%T Multivariate t semiparametric mixed-effects model for longitudinal data with multiple characteristics
%A M. Taavoni
%A Arashi, Mohammad
%A Wan-LunWang
%A Tsung-I Lin
%J Journal of Statistical Computation and Simulation
%@ 0094-9655
%D 2021

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