Regression model
稳健线性混合效应模型
稳健混合模型是一种用于面板和重复测量数据的线性混合效应模型,能够容忍异常值和重尾误差。它用有界影响的估计方程取代了通常的似然函数,该模型建立在 Richardson 和 Welsh (1995) 的稳健限制最大似然方法以及 Koller (2016) 的 robustlmm 实现的基础上。
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Method map
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来源
- Koller, M. (2016). robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models. Journal of Statistical Software, 75(6), 1-24. DOI: 10.18637/jss.v075.i06 ↗
- Richardson, A. M. & Welsh, A. H. (1995). Robust Restricted Maximum Likelihood in Mixed Linear Models. Biometrics, 51(4), 1429-1439. DOI: 10.2307/2533273 ↗
如何引用本页
ScholarGate. (2026, June 1). Robust Linear Mixed-Effects Model. ScholarGate. https://scholargate.app/zh/statistics/robust-mixed-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- 异方差稳健 (HC) 标准误统计学↔ compare
- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
- 面板数据固定效应模型计量经济学↔ compare
- 置换 (随机化) 检验统计学↔ compare
- 稳健回归统计学↔ compare