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

dave fournier otter at otter-rsch.com
Sat Mar 13 22:37:52 CET 2010

If you mean using random effects which have a fat-tailed distribution
this has been available in AD Model Builder's random effects package for
some time now. The general idea is to start with a random effect assumed
to be standard normal and then to transform it by the cumulative dist
function for the normal and then by the inverse of the
cumulative distribution function of the desired distribution function of
the desired distribution. See http://admb-project.org  There is
a list there where you should be able to get advice.

David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3
Phone/FAX 250-655-3364

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