[R] Robustness of linear mixed models
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Jun 27 09:00:55 CEST 2006
On Mon, 26 Jun 2006, Bruno L. Giordano wrote:
> Hello,
>
> with 4 different linear mixed models (continuous dependent) I find that my
> residuals do not follow the normality assumption (significant Shapiro-Wilk
> with values equal/higher than 0.976; sample sizes 750 or 1200). I find,
> instead, that my residuals are really well fitted by a t distribution with
> dofs' ranging, in the different datasets, from 5 to 12.
>
> Should this be considered such a severe violation of the normality
> assumption as to make model-based inferences invalid?
For some aspects, yes. Given that R provides you with the means to fit
robust linear models, why not use them and find out if they make a
difference to the aspects you are interested in?
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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