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Likelihood-Based Inference for Multivariate Skew-Normal Regression Models |
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| Authors: | Víctor H. Lachos Heleno Bolfarine Reinaldo B. Arellano-Valle Lourdes C. Montenegro |
| Affiliation: | 1. Departamento de Estatística , Universidade Estadual de Campinas , S?o Paulo, Brazil hlachos@ime.unicamp.br;3. Departamento de Estatística , Universidade de S?o Paulo , S?o Paulo, Brazil;4. Departamento de Estadística , Pontifícia Universidade Católica de Chile , Chile;5. Departamento de Estatística , Universidade Federal de Minas Gerais , Minas Gerais, Brazil |
| Abstract: | In this article, we present EM algorithms for performing maximum likelihood estimation for three multivariate skew-normal regression models of considerable practical interest. We also consider the restricted estimation of the parameters of certain important special cases of two models. The methodology developed is applied in the analysis of longitudinal data on dental plaque and cholesterol levels. |
| Keywords: | EM algorithm Measurement error models Mixed effects model Skewness Skew-normal distribution |