Robust Restricted Maximum Likelihood in Mixed Linear Models

Definitions of robust maximum likelihood (robust ML) and robust restricted maximum likelihood (robust REML) are introduced, and the definitions are applied to data from biological and chemical experiments. A simulation study is undertaken to investigate the asymptotic properties of robust ML and rob...

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Bibliographic Details
Published in:Biometrics 1995-12, Vol.51 (4), p.1429-1439
Main Authors: Richardson, Alice M., Welsh, Alan H.
Format: Article
Language:English
Subjects:
Biometrics
Estimation bias
Estimation methods
Estimators
Least squares
Linear models
Maximum likelihood estimation
Random variables
Standard error
Statistical variance
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Summary:Definitions of robust maximum likelihood (robust ML) and robust restricted maximum likelihood (robust REML) are introduced, and the definitions are applied to data from biological and chemical experiments. A simulation study is undertaken to investigate the asymptotic properties of robust ML and robust REML in small samples and to examine the advantages of using robust methods.
ISSN:0006-341X
1541-0420
DOI:10.2307/2533273