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Mediaanin absoluuttisen poikkeaman (MAD) estimointi×Robust linear mixed-effects model×
TieteenalaTilastotiedeTilastotiede
MenetelmäperheRegression modelRegression model
Syntyvuosi19742016
KehittäjäHampel (influence-curve treatment); classical robust statisticsRichardson & Welsh (robust REML); Koller (robustlmm implementation)
TyyppiRobust scale estimatorRobust linear mixed-effects model
AlkuperäislähdeHampel, F. R. (1974). The Influence Curve and Its Role in Robust Estimation. Journal of the American Statistical Association, 69(346), 383-393. DOI ↗Koller, M. (2016). robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models. Journal of Statistical Software, 75(6), 1-24. DOI ↗
Rinnakkaisnimetmedian absolute deviation, MAD scale estimator, robust scale estimation, Medyan Mutlak Sapma (MAD) Tahminirobust mixed-effects model, robust linear mixed model, robust LMM, Robust Karma Etkiler Modeli
Liittyvät55
TiivistelmäMedian Absolute Deviation estimation is a robust measure of statistical dispersion that replaces the standard deviation when outliers are present. Rooted in the influence-curve framework formalised by Hampel (1974), it summarises the spread of a continuous variable using medians instead of means, so a single extreme value cannot distort the result.The 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).
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ScholarGateVertaile menetelmiä: MAD Estimation · Robust Mixed Model. Haettu 2026-06-17 osoitteesta https://scholargate.app/fi/compare