Bayesian bivariate linear mixed-effects models with skew-normal/independent distributions, with application to AIDS clinical studies.

Bivariate correlated (clustered) data often encountered in epidemiological and clinical research are routinely analyzed under a linear mixed-effected (LME) model with normality assumptions for the random-effects and within-subject errors. However, those analyses might not provide robust inference when the normality assumptions are questionable if the data set particularly exhibits skewness and heavy tails. In this article, we develop a Bayesian approach to bivariate linear mixed-effects (BLME) models replacing the Gaussian assumptions for the random terms with skew-normal/independent (SNI) distributions. The SNI distribution is an attractive class of asymmetric heavy-tailed parametric structure which includes the skew-normal, skew-t, skew-slash, and skew-contaminated normal distributions as special cases. We assume that the random-effects and the within-subject (random) errors, respectively, follow multivariate SNI and normal/independent (NI) distributions, which provide an appealing robust alternative to the symmetric normal distribution in a BLME model framework. The method is exemplified through an application to an AIDS clinical data set to compare potential models with different distribution specifications, and clinically important findings are reported.