Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation

被引:103
作者
Rosa, GJM
Padovani, CR
Gianola, D
机构
[1] Michigan State Univ, Dept Anim Sci, Lansing, MI 48910 USA
[2] Michigan State Univ, Dept Fisheries & Wildlife, Lansing, MI 48910 USA
[3] Univ Wisconsin, Dept Anim Sci & Biostat & Med Informat, Madison, WI 53706 USA
关键词
Bayesian inference; robust model; normal/independent distribution; mixed effects model; Gibbs sampling; Metropolis-Hastings;
D O I
10.1002/bimj.200390034
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a toxicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.
引用
收藏
页码:573 / 590
页数:18
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