Statistical Modelling 9 (2009), 235–255
Robustness for general design mixed models using the t-distribution
J Staudenmayer
Department of Mathematics and Statistics
University of Massachusetts
Amherst, MA 01003
U.S.A.
eMail: jstauden@math.umass.edu
E E Lake
Eigenstat Inc.
Newton, Massachusetts
U.S.A
M P Wand
School of Mathematics and Applied Statistics
University of Wollongong
Australia
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.
Keywords:
additive model; nonparametric regression; random effects;
semi-parametric models; spatial statistics
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