Robustness for general design mixed models using the t-distribution

Publisher:
Sage Publications India Pvt. Ltd.
Publication Type:
Journal Article
Citation:
Statistical Modelling, 2009, 9 (3), pp. 235 - 255
Issue Date:
2009-01
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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.
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