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Discriminant analysis using a MLMM with a normal mixture 145<br />

groups. The methodology is illustrated on the Dutch PBC Study data in Section<br />

’Application to PBC data’. We have also extended the R (R Development Core<br />

Team13 ) package mixAK (Komárek14 ) to apply the proposed methods in practice.<br />

The use of the package is briefly explained in the Appendix.<br />

A multivariate linear mixed model with normal mixture<br />

in the random effects distribution<br />

In the multivariate linear mixed model (MLMM, Morrell et al. 7 ), a standard linear<br />

mixed model is first specified for the r-th marker. That is,<br />

Y i,r = Xi,rαr + Zi,rbi,r + εi,r (i =1,...,N, r =1,...,R), (1)<br />

where Xi,r is a ni,r×pr covariate matrix for fixed effects and Zi,r is a ni,r×qr covariate<br />

matrix for random effects in a model for marker r. Further, αr =(αr,1,...,αr,pr ) ′<br />

isavectoroffixedeffectsformarkerr, andbi,r =(bi,r,1,...,bi,r,qr ) ′ is a vector of<br />

random effects for marker r specific for the i-th subject. For computational convenience<br />

of the approach outlined in Section ’Estimation’, a hierarchically centered<br />

parametrization of the LMM will be used here, i.e. E(bi,r)=βr =(βr,1,...,βr,qr ) ′<br />

with matrices (Xi,r, Zi,r) of full column rank. That is, the vector (α ′ r , β ′ r ) ′ is<br />

a vector of fixed effects in a classical sense. In the remainder of the paper we let<br />

α =(α ′ 1 ,...,α′ R )′ and β =(β ′ 1,...,β ′ R) ′ be the vectors of fixed effects and means<br />

of random effects for all considered markers, respectively. Further, let p = �R r=1 pr<br />

be the length of the vector α and q = �R r=1 qr be the length of the vector β also<br />

equal to the total dimension of random effects. Finally, εi,r =(εi,r,1,...,εi,r,ni,r )′<br />

is the vector of random errors for the measurements of the r-thmarkeronthe<br />

i-th subject. The errors are assumed to be mutually independent and normally distributed.<br />

However, we allow the residual variances corresponding to different markers<br />

to differ. Hence, for εi =(ε ′ i,1 ,...,ε′ i,R )′ we assume εi ∼N(0, Σi), where Σi is<br />

a block-diagonal matrix with each diagonal block being equal to σ 2 r Ini,r , where σ2 r<br />

is the residual variance of the r-th marker. Note that the MLMM (1) can now be<br />

written as a standard LMM as<br />

where Xi is a ni ×p block-diagonal matrix with matrices Xi,1,...,Xi,R on the diagonal<br />

and similarly Zi is a ni × q block-diagonal matrix with matrices Zi,1,...,Zi,R on the<br />

diagonal.<br />

Y i = Xiα + Zibi + εi (i =1,...,N), (2)

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