Robustness for general design mixed models using the t-distribution

Authors

J. Staudenmayer, University of Massachusetts - Amherst
E. E. Lake, Alkermes Inc, Mass.
M. P. Wand, University of WollongongFollow

Publication Date

2008

Recommended Citation

Staudenmayer, J.; Lake, E. E.; and Wand, M. P., Robustness for general design mixed models using the t-distribution, Centre for Statistical and Survey Methodology, University of Wollongong, Working Paper 22-08, 2008, 22p.
https://ro.uow.edu.au/cssmwp/19

Abstract

The t -distribution allows the incorporation of outlier robustness into statistical models while retaining the elegance of likelihood-based inference. In this paper we develop and implement a linear mixed model for the general design of the linear mixed model using the univariate t -distribution. This general design allows a considerably richer class of models to be fit than is possible with existing methods. Included in this class are semi-parametric regression and smoothing, and spatial models.