Statistics and Computing

, Volume 22, Issue 1, pp 121–139

Estimation in nonlinear mixed-effects models using heavy-tailed distributions

  • Cristian Meza
  • Felipe Osorio
  • Rolando De la Cruz
Article

DOI: 10.1007/s11222-010-9212-1

Cite this article as:
Meza, C., Osorio, F. & De la Cruz, R. Stat Comput (2012) 22: 121. doi:10.1007/s11222-010-9212-1

Abstract

Nonlinear mixed-effects models are very useful to analyze repeated measures data and are used in a variety of applications. Normal distributions for random effects and residual errors are usually assumed, but such assumptions make inferences vulnerable to the presence of outliers. In this work, we introduce an extension of a normal nonlinear mixed-effects model considering a subclass of elliptical contoured distributions for both random effects and residual errors. This elliptical subclass, the scale mixtures of normal (SMN) distributions, includes heavy-tailed multivariate distributions, such as Student-t, the contaminated normal and slash, among others, and represents an interesting alternative to outliers accommodation maintaining the elegance and simplicity of the maximum likelihood theory. We propose an exact estimation procedure to obtain the maximum likelihood estimates of the fixed-effects and variance components, using a stochastic approximation of the EM algorithm. We compare the performance of the normal and the SMN models with two real data sets.

Keywords

Mixed-effects modelOutliersScale mixtures of normal distributionsSAEM algorithmRandom effects

Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Cristian Meza
    • 1
  • Felipe Osorio
    • 1
  • Rolando De la Cruz
    • 2
  1. 1.Departamento de Estadística, CIMFAVUniversidad de ValparaísoValparaísoChile
  2. 2.Departamento de Salud Pública, Escuela de Medicina, and Departamento de Estadística, Facultad de MatemáticasPontificia Universidad Católica de ChileSantiagoChile