Robust restricted maximum likelihood in mixed linear models

Welsh, Alan; Richardson, Alice

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Robust restricted maximum likelihood in mixed linear models

Date

1995

Authors

Welsh, Alan

Richardson, Alice

Abstract

Definitions of robust maximum likelihood (robust ML) and robust restricted maximum likelihood (robust REML) are introduced, and the definitions are applied to data from biological and chemical experiments. A simulation study is undertaken to investigate the asymptotic properties of robust ML and robust REML in small samples and to examine the advantages of using robust methods.