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- W4298163259 abstract "Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if assuming Normal distributions on the random effects. However, in many applications of economy, business and medicine, it is often essential to impose constraints on the regression parameters after taking their real-world interpretations into account. Therefore, in this paper we extend the classical (unconstrained) LME models to allow for sign constraints on its overall coefficients. We propose to assume a symmetric doubly truncated Normal (SDTN) distribution on the random effects instead of the unconstrained Normal distribution which is often found in classical literature. With the aforementioned change, difficulty has dramatically increased as the exact distribution of the dependent variable becomes analytically intractable. We then develop likelihood-based approaches to estimate the unknown model parameters utilizing the approximation of its exact distribution. Simulation studies have shown that the proposed constrained model not only improves real-world interpretations of results, but also achieves satisfactory performance on model fits as compared to the existing model." @default.
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- W4298163259 date "2022-04-28" @default.
- W4298163259 modified "2023-09-30" @default.
- W4298163259 title "Estimating linear mixed effects models with truncated normally distributed random effects" @default.
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- W4298163259 doi "https://doi.org/10.1080/03610918.2022.2066696" @default.
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