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Linear mixed models with flexible distributions of random effects for longitudinal data.

Publication ,  Journal Article
Zhang, D; Davidian, M
Published in: Biometrics
September 2001

Normality of random effects is a routine assumption for the linear mixed model, but it may be unrealistic, obscuring important features of among-individual variation. We relax this assumption by approximating the random effects density by the seminonparameteric (SNP) representation of Gallant and Nychka (1987, Econometrics 55, 363-390), which includes normality as a special case and provides flexibility in capturing a broad range of nonnormal behavior, controlled by a user-chosen tuning parameter. An advantage is that the marginal likelihood may be expressed in closed form, so inference may be carried out using standard optimization techniques. We demonstrate that standard information criteria may be used to choose the tuning parameter and detect departures from normality, and we illustrate the approach via simulation and using longitudinal data from the Framingham study.

Duke Scholars

Published In

Biometrics

DOI

ISSN

0006-341X

Publication Date

September 2001

Volume

57

Issue

3

Start / End Page

795 / 802

Location

England

Related Subject Headings

  • Statistics & Probability
  • Longitudinal Studies
  • Linear Models
  • Likelihood Functions
  • Humans
  • Data Interpretation, Statistical
  • Cholesterol
  • Biometry
  • 4905 Statistics
  • 0199 Other Mathematical Sciences
 

Citation

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MLA
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Zhang, D., & Davidian, M. (2001). Linear mixed models with flexible distributions of random effects for longitudinal data. Biometrics, 57(3), 795–802. https://doi.org/10.1111/j.0006-341x.2001.00795.x
Zhang, D., and M. Davidian. “Linear mixed models with flexible distributions of random effects for longitudinal data.Biometrics 57, no. 3 (September 2001): 795–802. https://doi.org/10.1111/j.0006-341x.2001.00795.x.
Zhang D, Davidian M. Linear mixed models with flexible distributions of random effects for longitudinal data. Biometrics. 2001 Sep;57(3):795–802.
Zhang, D., and M. Davidian. “Linear mixed models with flexible distributions of random effects for longitudinal data.Biometrics, vol. 57, no. 3, Sept. 2001, pp. 795–802. Pubmed, doi:10.1111/j.0006-341x.2001.00795.x.
Zhang D, Davidian M. Linear mixed models with flexible distributions of random effects for longitudinal data. Biometrics. 2001 Sep;57(3):795–802.
Journal cover image

Published In

Biometrics

DOI

ISSN

0006-341X

Publication Date

September 2001

Volume

57

Issue

3

Start / End Page

795 / 802

Location

England

Related Subject Headings

  • Statistics & Probability
  • Longitudinal Studies
  • Linear Models
  • Likelihood Functions
  • Humans
  • Data Interpretation, Statistical
  • Cholesterol
  • Biometry
  • 4905 Statistics
  • 0199 Other Mathematical Sciences