[R] Robust estimation of variance components for a nested design

David Atkins datkins at u.washington.edu
Sat Mar 13 16:55:07 CET 2010


Check out the heavy package on CRAN, which implements the robust 
mixed-effects models that Andy mentioned.  The package is relatively new 
and is still being developed, but worth a look.

cheers, Dave

I believe Pinhiero et al published a paper in JCGS a few years back on
the subject, modeling the random effects with t distributions.  No
software were publicly available, as far as I know.


From: S Ellison
 > Sent: Thursday, March 11, 2010 9:56 AM
 > To: r-help at r-project.org
 > Subject: [R] Robust estimation of variance components for a
 > nested design
 > One of my colleagues has a data set from a two-level nested
 > design from
 > which we would like to estimate variance components. But we'd
 > like some
 > idea of what the inevitable outliers are doing, so we were looking for
 > something in R that uses robust (eg Huber) treatment and
 > returns robust
 > estimates of variance.
 > Nothing in my collection of R robust estimation packages (robust,
 > robustbase and MASS being the obvious three) or on the Robust
 > task view
 > seems to cover this, though it's entirely possible I've missed
 > something.
 > Any pointers (to R packages or literature) gratefully accepted.
 > S Ellison
 > Lab of the Government Chemist, UK

Dave Atkins, PhD
Research Associate Professor
Department of Psychiatry and Behavioral Science
University of Washington
datkins at u.washington.edu

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