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Bootstrapping robust estimates for clustered data

Field, Chris; Pang, Zhen; Welsh, Alan

Description

In mixed models, the use of robust estimates raises several interesting inferential challenges. One of these challenges arises from the realization that the effect of contamination is to increase the variability in the data, but robust estimates of variance components are usually smaller than their nonrobust counterparts. The robust estimates reflect the variability of the bulk of the data, which is not the same as the variability in the data-generating process. This means that the naive...[Show more]

CollectionsANU Research Publications
Date published: 2010
Type: Journal article
URI: http://hdl.handle.net/1885/59650
Source: Journal of the American Statistical Association
DOI: 10.1198/jasa.2010.tm09541

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