Scale mixture of skew-normal linear mixed models with within-subject serial dependence.

In longitudinal studies, repeated measures are collected over time and hence they tend to be serially correlated. These studies are commonly analyzed using linear mixed models (LMMs), and in this article we consider an extension of the skew-normal/independent LMM, where the error term has a dependence structure, such as damped exponential correlation or autoregressive correlation of order p. The proposed model provides flexibility in capturing the effects of skewness and heavy tails simultaneously when continuous repeated measures are serially correlated. For this robust model, we present an efficient EM-type algorithm for parameters estimation via maximum likelihood and the observed information matrix is derived analytically to account for standard errors. The methodology is illustrated through an application to schizophrenia data and some simulation studies. The proposed algorithm and methods are implemented in the new R package skewlmm.

Multivariate t nonlinear mixed-effects models for multi-outcome longitudinal data with missing values.

The multivariate nonlinear mixed-effects model (MNLMM) has emerged as an effective tool for modeling multi-outcome longitudinal data following nonlinear growth patterns. In the framework of MNLMM, the random effects and within-subject errors are assumed to be normally distributed for mathematical tractability and computational simplicity. However, a serious departure from normality may cause lack of robustness and subsequently make invalid inference. This paper presents a robust extension of the MNLMM by considering a joint multivariate t distribution for the random effects and within-subject errors, called the multivariate t nonlinear mixed-effects model. Moreover, a damped exponential correlation structure is employed to capture the extra serial correlation among irregularly observed multiple repeated measures. An efficient expectation conditional maximization algorithm coupled with the first-order Taylor approximation is developed for maximizing the complete pseudo-data likelihood function. The techniques for the estimation of random effects, imputation of missing responses and identification of potential outliers are also investigated. The methodology is motivated by a real data example on 161 pregnant women coming from a study in a private fertilization obstetrics clinic in Santiago, Chile and used to analyze these data.