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

[dave fournier]

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
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