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مدل خطی مختلط مقاوم×خطاهای استاندارد مقاوم به ناهمسانی واریانس (HC)×
حوزهآمارآمار
خانوادهRegression modelRegression model
سال پیدایش20161980
پدیدآورRichardson & Welsh (robust REML); Koller (robustlmm implementation)Eicker; Huber; White (1980); MacKinnon & White (1985)
نوعRobust linear mixed-effects modelRobust covariance estimator for linear regression
منبع بنیادینKoller, M. (2016). robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models. Journal of Statistical Software, 75(6), 1-24. DOI ↗White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838. DOI ↗
نام‌های دیگرrobust mixed-effects model, robust linear mixed model, robust LMM, Robust Karma Etkiler Modelirobust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors
مرتبط55
خلاصهThe robust mixed model is a linear mixed-effects model for panel and repeated-measures data that tolerates outliers and heavy-tailed errors. It replaces the usual likelihood with bounded-influence estimating equations, building on the robust restricted maximum likelihood of Richardson and Welsh (1995) and the robustlmm implementation of Koller (2016).Heteroscedasticity-robust standard errors are a correction to the covariance matrix of an OLS regression that yields valid inference when the error variance is not constant. Introduced by Halbert White in 1980 and refined into the finite-sample variants HC1-HC4 by MacKinnon and White in 1985, they leave the coefficient estimates unchanged but rebuild the standard errors so that t and F tests remain trustworthy under heteroscedasticity.
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  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Robust Mixed Model · Heteroscedasticity-Robust Standard Errors. بازیابی‌شده در 2026-06-17 از https://scholargate.app/fa/compare