Robust-efficient fitting of mixed linear models: methodology and theory

DOI10.1016/j.jspi.2010.10.016zbMath1204.62089MaRDI QIDQ622434

Harald Dornheim, Vytaras Brazauskas

Publication date: 31 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.10.016

zbMATH Keywords

robustness; efficiency; adaptive estimation; outlier detection; truncated likelihood

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Estimation of semiparametric mixed analysis of covariance model

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• High breakdown-point and high efficiency robust estimates for regression
• A normal approximation for the chi-square distribution
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• On the optimality of S-estimators
• Approaches to robust estimation in the simplest variance components model
• Adaptively truncated maximum likelihood regression with asymmetric errors.
• A class of robust and fully efficient regression estimators
• A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
• Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective
• Robust Estimation of Variance Components
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
• Variance Components Models for Dependent Cell Populations
• Robust Restricted Maximum Likelihood in Mixed Linear Models
• Bounded Influence Estimation in the Mixed Linear Model
• Robust Estimation in Generalized Linear Mixed Models
• Mixed Models
• Longitudinal and Panel Data
• ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS
• Robust Statistics
• Robust Analysis of Generalized Linear Mixed Models
• High-Breakdown Inference for Mixed Linear Models
• Robust Statistics
• Linear mixed models for longitudinal data