Linear mixed model with Laplace distribution (LLMM)

Date

2018-03-01

Author

Gökalp Yavuz, Fulya

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

193
views

0
downloads

Linear mixed modeling (LMM) is a comprehensive technique used for clustered, panel and longitudinal data. The main assumption of classical LMM is having normally distributed random effects and error terms. However, there are several situations for that we need to use heavier tails distributions than the (multivariate) normal to handle outliers and/or heavy tailness in data. In this study, we focus on LMM using the multivariate Laplace distribution which is known as the heavy tailed alternative to the normal distribution. The parameter estimators of interest are generated with EM algorithm for the proposed model. A simulation study is provided to illustrate the performance of the Laplace distribution over the normal distribution for LMM. Also, a real data example is used to explore the behavior of the proposed estimators over the counterparts.

Subject Keywords

Laplace, Mixed models, Robust distributions, EM, Orthodont

URI

https://hdl.handle.net/11511/35371

Journal

STATISTICAL PAPERS

DOI

https://doi.org/10.1007/s00362-016-0763-x

Collections

Department of Statistics, Article

Suggestions

OpenMETU
Core

Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm GÜNEY, YEŞİM; ARSLAN, OLÇAY; Gökalp Yavuz, Fulya (2022-09-01) © 2022 Elsevier Inc.In the analysis of repeated or clustered measurements, it is crucial to determine the dynamics that affect the mean, variance, and correlations of the data, which will be possible using appropriate models. One of these models is the joint mean–covariance model, which is a multivariate heteroscedastic regression model with autoregressive covariance structures. In these models, parameter estimation is usually carried on under normality assumption, but the resulting estimators will be very ...
Failure analysis of tapered composite structures under tensile loading Çelik, Ozan; Parnas, Kemal Levend; Department of Mechanical Engineering (2016) A three dimensional finite element modeling approach is used to evaluate the effects of preliminary design variables on the performance of tapered composite laminates under tensile loading. Hashin failure criteria combined with a progressive failure algorithm is used for in-plane failure mechanisms and cohesive zone method is used for out-of-plane failures. The modeling approach is validated by a comparison with experimental results from literature. The validated model is used to examine various design vari...
Sliding mode control design with time varying sliding surfaces for a class of nonlinear systems SALAMCİ, METİN UYMAZ; Tombul, G. Serdar (2006-10-06) This paper presents sliding mode control (SMC) design for a class of nonlinear systems in which the sliding surface is designed to be linear with time varying slope(s). The sliding surface design is based on the frozen-time approach. The nonlinear system is frozen at each operation step resulting in linear time invariant (LTI) model and the sliding surface is designed for the LTI model. The surface slope is updated at each frozen step which gives, in general, a moving sliding surface. The control term, on t...
Real-Time Detection of Interharmonics and Harmonics of AC Electric Arc Furnaces on GPU Framework Uz-Logoglu, Eda; Salor, Ozgul; Ermiş, Muammer (2017-10-05) In this paper, a method based on the multiple synchronous reference frame (MSRF) analysis is recommended and implemented to detect time-varying harmonics and interharmonics of rapidly fluctuating asymmetrical industrial loads. The experimental work has been carried out on a typical three-phase alternating current arc furnace (AC EAF) installation. In the recommended method, the reference frame is rotated in both directions at speeds corresponding to the positive and negative sequences of all harmonics and a...
Real-Time Detection of Interharmonics and Harmonics of AC Electric Arc Furnaces on GPU Framework Uz-Logoglu, Eda; Salor, Ozgul; Ermiş, Muammer (2019-11-01) In this paper, a method based on the multiple synchronous reference frame analysis is recommended and implemented to detect time-varying harmonics and interharmonics of rapidly fluctuating asymmetrical industrial loads. The experimental work has been carried out on a typical three-phase alternating current arc furnace installation. In the recommended method, the reference frame is rotated in both directions at speeds corresponding to the positive and negative sequences of all harmonics and all interharmonic...

Citation Formats

F. Gökalp Yavuz, “Linear mixed model with Laplace distribution (LLMM),” STATISTICAL PAPERS, pp. 271–289, 2018, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/35371.