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

[Liaw, Andy]

I believe Pinhiero et al published a paper in JCGS a few years back on
the subject, modeling the random effects with t distributions.  No
software were publicly available, as far as I know.

Andy 

From: S Ellison
> Sent: Thursday, March 11, 2010 9:56 AM
> To: r-help at r-project.org
> Subject: [R] Robust estimation of variance components for a 
> nested design
> 
> One of my colleagues has a data set from a two-level nested 
> design from
> which we would like to estimate variance components. But we'd 
> like some
> idea of what the inevitable outliers are doing, so we were looking for
> something in R that uses robust (eg Huber) treatment and 
> returns robust
> estimates of variance.
> 
> Nothing in my collection of R robust estimation packages (robust,
> robustbase and MASS being the obvious three) or on the Robust 
> task view
> seems to cover this, though it's entirely possible I've missed
> something. 
> 
> Any pointers (to R packages or literature) gratefully accepted.
> 
> S Ellison
> Lab of the Government Chemist, UK
> 
> 
> 
> 
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