An alternative estimation approach for the heterogeneity linear mixed model - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Communications in Statistics - Simulation and Computation Année : 2014

An alternative estimation approach for the heterogeneity linear mixed model

Résumé

In this paper, an alternative estimation approach is proposed to fit linear mixed effects models where the random effects follow a finite mixture of normal distributions. This heterogeneity linear mixed model is an interesting tool since it relaxes the classical normality assumption and is also perfectly suitable for classification purposes, based on longitudinal profiles. Instead of fitting directly the heterogeneity linear mixed model, we propose to fit an equivalent mixture of linear mixed models under some restrictions which is computationally simpler. Unlike the former model, the latter can be maximized analytically using an EM-algorithm and the obtained parameter estimates can be easily used to compute the parameter estimates of interest.
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Dates et versions

hal-00926620 , version 1 (09-01-2014)

Identifiants

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Marie-José Martinez, Emma Holian. An alternative estimation approach for the heterogeneity linear mixed model. Communications in Statistics - Simulation and Computation, 2014, 43 (10), pp.2628-2638. ⟨10.1080/03610918.2012.762389⟩. ⟨hal-00926620⟩
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