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Solidny liniowy model mieszany×Regresja odporna×
DziedzinaStatystykaStatystyka
RodzinaRegression modelRegression model
Rok powstania20161964
TwórcaRichardson & Welsh (robust REML); Koller (robustlmm implementation)Peter J. Huber (M-estimation, 1964); Frank Hampel (influence function, 1974)
TypRobust linear mixed-effects modelRegression with outlier resistance
Źródło pierwotneKoller, M. (2016). robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models. Journal of Statistical Software, 75(6), 1-24. DOI ↗Huber, P. J. (1964). Robust estimation of a location parameter. The Annals of Mathematical Statistics, 35(1), 73–101. DOI ↗
Inne nazwyrobust mixed-effects model, robust linear mixed model, robust LMM, Robust Karma Etkiler ModeliM-estimation regression, robust linear regression, outlier-resistant regression, MM-estimation
Pokrewne56
PodsumowanieThe 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).Robust regression estimates the linear relationship between a continuous outcome and predictors while sharply reducing the influence of outliers and leverage points. Unlike OLS, which is highly sensitive to extreme observations, robust methods assign down-weighted influence to atypical data points, producing coefficient estimates that remain stable even when a fraction of the data is contaminated or non-normally distributed.
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ScholarGatePorównaj metody: Robust Mixed Model · Robust Regression. Pobrano 2026-06-15 z https://scholargate.app/pl/compare