High-Breakdown Inference for Mixed Linear Models
混合线性模型的高崩溃点稳健推断
Mixed linear models are used to analyze data in many settings. These models have a multivariate normal formulation in most cases. The maximum likelihood estimator (MLE) or the residual MLE (REML) is usually chosen to estimate the parameters. However, the latter are based on the strong assumption of exact multivariate normality. Welsh and Richardson have shown that these estimators are not robust to small deviations from multivariate normality. This means that in practice a…