Robust Alternatives to the F‐Test in Mixed Linear Models Based on MM‐Estimates

DOI10.1111/j.1541-0420.2007.00804.xzbMath1274.62754OpenAlexW1977799198WikidataQ51626756 ScholiaQ51626756MaRDI QIDQ5449902

Stephane Heritier, Samuel Copt

Publication date: 19 March 2008

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2007.00804.x

zbMATH Keywords

robustnesslikelihood ratio testWald test\(M\)-estimatorleverage pointbreakdown pointmixed models

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (4)

S-estimation in linear models with structured covariance matrices ⋮ Fast and robust estimators of variance components in the nested error model ⋮ Normalized estimating equation for robust parameter estimation ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample

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• Recovery of inter-block information when block sizes are unequal
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