Robustness for general design mixed models using the t-distribution

Staudenmayer, J; Lake, EE; Wand, MP

Robustness for general design mixed models using the t-distribution

Staudenmayer, J Lake, EE Wand, MP

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Publication Type:: Journal Article
Citation:: Statistical Modelling, 2009, 9 (3), pp. 235 - 255
Issue Date:: 2009-10-01

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Field	Value	Language
dc.contributor.author	Staudenmayer, J	en_US
dc.contributor.author	Lake, EE	en_US
dc.contributor.author	Wand, MP https://orcid.org/0000-0003-2555-896X	en_US
dc.date.issued	2009-10-01	en_US
dc.identifier.citation	Statistical Modelling, 2009, 9 (3), pp. 235 - 255	en_US
dc.identifier.issn	1471-082X	en_US
dc.identifier.uri	http://hdl.handle.net/10453/14470
dc.description.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. © 2009 SAGE Publications.	en_US
dc.relation.ispartof	Statistical Modelling	en_US
dc.relation.isbasedon	10.1177/1471082X0800900304	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Robustness for general design mixed models using the t-distribution	en_US
dc.type	Journal Article
utslib.citation.volume	3	en_US
utslib.citation.volume	9	en_US
utslib.for	0104 Statistics	en_US
utslib.for	1403 Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access
pubs.issue	3	en_US
pubs.publication-status	Published	en_US
pubs.volume	9	en_US

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. © 2009 SAGE Publications.

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http://hdl.handle.net/10453/14470