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首页> 外文期刊>Journal of Statistical Software >robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models
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robustlmm: An R Package for Robust Estimation of Linear Mixed-Effects Models

机译:robustlmm:用于线性混合效应模型的稳健估计的R包

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As any real-life data, data modeled by linear mixed-effects models often contain outliers or other contamination. Even little contamination can drive the classic estimates far away from what they would be without the contamination. At the same time, datasets that require mixed-effects modeling are often complex and large. This makes it difficult to spot contamination. Robust estimation methods aim to solve both problems: to provide estimates where contamination has only little influence and to detect and flag contamination. We introduce an R package, robustlmm, to robustly fit linear mixed-effects models. The package's functions and methods are designed to closely equal those offered by lme4, the R package that implements classic linear mixed-effects model estimation in R. The robust estimation method in robustlmm is based on the random effects contamination model and the central contamination model. Contamination can be detected at all levels of the data. The estimation method does not make any assumption on the data's grouping structure except that the model parameters are estimable. robustlmm supports hierarchical and non-hierarchical (e.g., crossed) grouping structures. The robustness of the estimates and their asymptotic efficiency is fully controlled through the function interface. Individual parts (e.g., fixed effects and variance components) can be tuned independently. In this tutorial, we show how to fit robust linear mixed-effects models using robustlmm, how to assess the model fit, how to detect outliers, and how to compare different fits.
机译:与任何实际数据一样,由线性混合效应模型建模的数据通常包含异常值或其他污染。甚至很少的污染也可以使经典估算值远离没有污染的情况。同时,需要混合效果建模的数据集通常很复杂而且很大。这使得难以发现污染。可靠的估算方法旨在解决这两个问题:提供对污染影响很小的估算,并检测并标记污染。我们引入了R包,robustlmm,以稳健地拟合线性混合效果模型。该软件包的功能和方法被设计为与lme4所提供的功能和方法非常接近,后者实现了R中的经典线性混合效应模型估计。robustlmm中的鲁棒估计方法基于随机效应污染模型和中央污染模型。可以在所有数据级别上检测到污染。估计方法不对数据的分组结构进行任何假设,只是模型参数是可估计的。 robustlmm支持分层和非分层(例如,交叉)分组结构。估计的稳健性及其渐近效率通过功能界面完全控制。各个部分(例如固定效果和方差成分)可以独立调整。在本教程中,我们将展示如何使用robustlmm拟合稳健的线性混合效应模型,如何评估模型拟合,如何检测离群值以及如何比较不同的拟合。

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