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Robustness for general design mixed models using the t-distribution

Department of Mathematics and Statistics, University of Massachusetts, USA. E-mail: jstauden{at}math.umass.edu

E E Lake

Eigenstat Inc., Newton, Massachusetts, USA

M P Wand

School of Mathematics and Applied Statistics, University of Wollongong, Australia

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.

Key Words: additive model • nonparametric regression • random effects • semi-parametric models • spatial statistics

Statistical Modelling, Vol. 9, No. 3, 235-255 (2009)
DOI: 10.1177/1471082X0800900304


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