Artículos de revistas
A non-iterative sampling Bayesian method for linear mixed models with normal independent distributions
Registro en:
Journal Of Applied Statistics. Taylor & Francis Ltd, v. 39, n. 3, n. 531, n. 549, 2012.
0266-4763
WOS:000302020400006
10.1080/02664763.2011.603292
Autor
Lachos, VH
Cabral, CRB
Abanto-Valle, CA
Institución
Resumen
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) In this paper, we utilize normal/independent (NI) distributions as a tool for robust modeling of linear mixed models (LMM) under a Bayesian paradigm. The purpose is to develop a non-iterative sampling method to obtain i.i.d. samples approximately from the observed posterior distribution by combining the inverse Bayes formulae, sampling/importance resampling and posterior mode estimates from the expectation maximization algorithm to LMMs with NI distributions, as suggested by Tan et al. [33]. The proposed algorithm provides a novel alternative to perfect sampling and eliminates the convergence problems of Markov chain Monte Carlo methods. In order to examine the robust aspects of the NI class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on model selection criteria are given. The new methodologies are exemplified through a real data set, illustrating the usefulness of the proposed methodology. 39 3 531 549 Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) CNPq [2008/201384-6] FAPESP [2008/11455-0]