Random effects elliptically distributed in unbalanced linear models

Abstract

In linear mixed effects models, random effects are used for modelling the variance-covariance structure of the response variable. These models are based on the assumption that the random effects are normally distributed, but in literature alternative random effect distributions have been proposed and the consequences of misspecification are investigated. These studies consider only balanced designs. Aim of this paper is to study an unbalanced linear mixed model with random effects elliptically distributed.