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Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation

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  • Huihui Sun
  • Jinguan Lin

Abstract

Fisher scoring method is applied to get M-estimator (robust estimator) of parameters in mixed effects linear models. Then influence curvature is used to study perturbation diagnostics of variance of the error based on M-estimation. The grape sugar data is used to illustrate the results.

Suggested Citation

  • Huihui Sun & Jinguan Lin, 2015. "Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(9), pages 1779-1785, May.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:9:p:1779-1785
    DOI: 10.1080/03610926.2012.750362
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