ROBUST RESTRICTED MAXIMUM-LIKELIHOOD IN MIXED LINEAR-MODELS

Citation
Am. Richardson et Ah. Welsh, ROBUST RESTRICTED MAXIMUM-LIKELIHOOD IN MIXED LINEAR-MODELS, Biometrics, 51(4), 1995, pp. 1429-1439
Citations number
18
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
0006341X
Volume
51
Issue
4
Year of publication
1995
Pages
1429 - 1439
Database
ISI
SICI code
0006-341X(1995)51:4<1429:RRMIML>2.0.ZU;2-V
Abstract
Definitions of robust maximum likelihood (robust ML) and robust restri cted maximum likelihood (robust REML) are introduced, and the definiti ons are applied to data from biological and chemical experiments. A si mulation study is undertaken to investigate the asymptotic properties of robust ML and robust REML in small samples and to examine the advan tages of using robust methods.