Dw. Zhang et M. Davidian, Linear mixed models with flexible distributions of random effects for longitudinal data, BIOMETRICS, 57(3), 2001, pp. 795-802
Normality of random effects is a routine assumption for the linear mixed mo
del, but it may be unrealistic, obscuring important features of among-indiv
idual variation. We relax this assumption by approximating the random effec
ts density, by the seminonparameteric (SNP) representation of Gallant and N
ychka (1987, Econometrics 55, 363-390), which includes normality as a speci
al case and provides flexibility in capturing a broad range of nonnormal be
havior, controlled by a user-chosen tuning parameter. An advantage is that
the marginal likelihood may be expressed in closed form, so inference may b
e carried out using standard optimization techniques. We demonstrate that s
tandard information criteria may be used to choose the tuning parameter and
detect departures from normality, and we illustrate the approach via simul
ation and using longitudinal data from the Framingham study.