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Bounded Influence Estimation in the Mixed Linear Model

Richardson, Alice

Description

Bounded influence estimation (also known as generalized M or GM estimation) in the regression model is reviewed. The definitions of bounded influence estimation proposed by Mallows and Schweppe are then extended to the mixed linear model. This is achieved by applying appropriate weight functions to maximum likelihood and restricted maximum likelihood estimating equations. The asymptotic properties of the new estimators are obtained, and the estimators are applied to an artificial dataset. The...[Show more]

CollectionsANU Research Publications
Date published: 1997
Type: Journal article
URI: http://hdl.handle.net/1885/138119
DOI: 10.1080/01621459.1997.10473612

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