A Bayesian Approach to Joint Mixed‐Effects Models with a Skew‐Normal Distribution and Measurement Errors in Covariates

Summary In recent years, nonlinear mixed‐effects (NLME) models have been proposed for modeling complex longitudinal data. Covariates are usually introduced in the models to partially explain intersubject variations. However, one often assumes that both model random error and random effects are normally distributed, which may not always give reliable results if the data exhibit skewness. Moreover, some covariates such as CD4 cell count may be often measured with substantial errors. In this article, we address these issues simultaneously by jointly modeling the response and covariate processes using a Bayesian approach to NLME models with covariate measurement errors and a skew‐normal distribution. A real data example is offered to illustrate the methodologies by comparing various potential models with different distribution specifications. It is showed that the models with skew‐normality assumption may provide more reasonable results if the data exhibit skewness and the results may be important for HIV/AIDS studies in providing quantitative guidance to better understand the virologic responses to antiretroviral treatment.