Seminar in applied mathematics and statistics
SPEAKER: Marco Geraci (Sapienza University of Rome)
TITLE: A family of linear mixed-effects models using the generalized Laplace distribution
ABSTRACT: We present a new family of linear mixed-effects models based on the generalized Laplace distribution. Special cases include the classical normal mixed-effects model, models with Laplace random effects and errors, and models where normal and Laplace variates interchange their roles as random effects and errors. Estimation is carried out via a maximum likelihood approach based on Gaussian quadrature. For model selection, we use likelihood ratio testing and we account for the situation in which the null hypothesis is at the boundary of the parameter space. We present the results of a simulation study and some real data examples. The methods are implemented in the R package nlmm available on CRAN.