A family of linear mixed-effects models using the generalized Laplace distribution

We propose a new family of linear mixed-effects models based on the generalized Laplace distribution. Special cases include the classical normal mixed-effects model, models with Laplace random effects and errors, and models where Laplace and normal variates interchange their roles as random effects and errors. By using a scale-mixture representation of the generalized Laplace, we develop a maximum likelihood estimation approach based on Gaussian...