Outlier Robust Nonlinear Mixed Model Estimation

TR Number
Date
2014
Journal Title
Journal ISSN
Volume Title
Publisher
Virginia Tech
Abstract

In standard analyses of data well-modeled by a nonlinear mixed model (NLMM), an aberrant observation, either within a cluster, or an entire cluster itself, can greatly distort parameter estimates and subsequent standard errors. Consequently, inferences about the parameters are misleading. This paper proposes an outlier robust method based on linearization to estimate fixed effects parameters and variance components in the NLMM. An example is given using the 4-parameter logistic model and bioassay data, comparing the robust parameter estimates to the nonrobust estimates given by SASRĀ®.

Description
Keywords
Dose-response, Linearization, Robust Estimation, m-estimation
Citation