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Model Campuran Linear Teguh×Ralat Piawai (HC) Teguh Heteroskedastisiti×
BidangStatistikStatistik
KeluargaRegression modelRegression model
Tahun asal20161980
PengasasRichardson & Welsh (robust REML); Koller (robustlmm implementation)Eicker; Huber; White (1980); MacKinnon & White (1985)
JenisRobust linear mixed-effects modelRobust covariance estimator for linear regression
Sumber perintisKoller, 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 ↗
Aliasrobust 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
Berkaitan55
RingkasanThe 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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ScholarGateBandingkan kaedah: Robust Mixed Model · Heteroscedasticity-Robust Standard Errors. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare