Document Zbl 1314.62072

Inferences in linear mixed models with skew-normal random effects. (English) Zbl 1314.62072

Acta Math. Sin., Engl. Ser. 31, No. 4, 576-594 (2015).

Summary: For the linear mixed model with skew-normal random effects, this paper gives the density function, moment generating function and independence conditions. The noncentral skew chi-square distribution is defined and its density function is shown. The necessary and sufficient conditions under which a quadratic form is distributed as noncentral skew chi-square distribution are obtained. Also, a version of Cochran’s theorem is given, which modifies the result of T. Wang et al. [J. Multivariate Anal. 100, No. 3, 533–545 (2009; Zbl 1154.62342)] and is used to set up exact tests for fixed effects and variance components of the proposed model. For illustration, our main results are applied to a real data problem.

Cited in 10 Documents

MSC:

62F03	Parametric hypothesis testing
62J05	Linear regression; mixed models

Keywords:

linear mixed model; moment generating function; Cochran’s theorem; noncentral skew chi-square distribution; noncentral skew F distribution

Citations:

Zbl 1154.62342

Software:

Cite Review PDF

Full Text: DOI

References:

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