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Seminário UFSCar/USP - 23/09/2011 - 14h00 - DEs-UFSCar



 
Seminário UFSCar/USP ? 23/09/2011 - 14h00
 

LOCAL: Sala de seminários DEs-UFSCar

 

TITLE: Approximate inferences for skew-normal independent nonlinear mixed-effects models with application to AIDS studies

 

PALESTRANTE: Prof. Dr. Victor Hugo Lachos Davila ? IMECC-UNICAMP

 

ABSTRACT: Nonlinear mixed-effects models have received a great deal of attention in the statistical literature in recent years because of the flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics, pharmacokinetic analyses, and studies of growth and decay. A standard assumption in nonlinear mixed-effects models for continuous responses is the normal distribution for the random effects and the within-subject errors, making it sensitive to outliers. We present a novel class of asymmetric nonlinear mixed-effects models that provides for an efficient estimation of the parameters in the analysis of longitudinal data. We assume that, marginally, the random effects follow a multivariate skew?normal/independent distribution and that the random errors follow a symmetric normal/independent distribution providing an appealing robust alternative to the usual normal distribution in nonlinear mixed-effects models. We propose an approximate likelihood analysis for maximum likelihood estimation based on the EM-type algorithm that produce accurate maximum likelihood estimates and significantly reduces the numerical difficulty associated with the exact maximum likelihood estimation. Techniques for prediction of future responses under this class of distributions are also briefly investigated. Simulation studies indicate that our proposed methods work well for small, medium and large variability of the random effects. The newly developed procedures are illustrated with a HIV case study that was initially analyzed using normal nonlinear mixed-effects models.

 

Keywords and phrases: Approximate likelihood; EM?algorithm; HIV dynamics; Nonlinear mixed effects models; Linearization; Skew?normal/independent distributions.