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