论文标题
非线性混合效应模型的近似推断,具有偏斜正常分布的比例混合物
Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions
论文作者
论文摘要
近年来,非线性混合效应模型在统计文献中受到了极大的关注,因为它们在处理纵向研究方面具有灵活性,包括人类免疫缺陷病毒病毒动力学,药代动力学分析以及对生长和衰减的研究。在非线性混合效应模型中,连续响应的标准假设是,随机效应和受试者内误差正态分布,使模型对异常值敏感。我们提出了一类新的非对称非线性混合效应模型,该模型在纵向数据分析中提供了有效的参数估计。我们假设,随机效应的偏斜尺度混合物的偏差,随机效果 - 正态分布,随机误差遵循正态分布的对称尺度混合物,为通常的正态分布提供了一种有吸引力的稳健替代方案。我们提出了一种基于EM类算法的最大似然估计的近似方法,该算法产生近似的最大似然估计,并显着降低了与确切的最大似然估计相关的数值困难。还简要讨论了在此类分布下预测未来响应的技术。通过应用于茶碱动力学数据以及一些模拟研究来说明该方法。
Nonlinear mixed effects models have received a great deal of attention in the statistical literature in recent years because of their flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics, pharmacokinetic analyses, and studies of growth and decay. A standard assumption in nonlinear mixed effects models for continuous responses is that the random effects and the within-subject errors are normally distributed, making the model sensitive to outliers. We present a novel class of asymmetric nonlinear mixed effects models that provides efficient parameters estimation in the analysis of longitudinal data. We assume that, marginally, the random effects follow a multivariate scale mixtures of skew--normal distribution and that the random errors follow a symmetric scale mixtures of normal distribution, providing an appealing robust alternative to the usual normal distribution. We propose an approximate method for maximum likelihood estimation based on an EM-type algorithm that produces approximate maximum likelihood estimates and significantly reduces the numerical difficulties associated with the exact maximum likelihood estimation. Techniques for prediction of future responses under this class of distributions are also briefly discussed. The methodology is illustrated through an application to Theophylline kinetics data and through some simulating studies.