Robustness of the linear mixed model to misspecified error distribution

@article{JacqminGadda2007RobustnessOT,
  title={Robustness of the linear mixed model to misspecified error distribution},
  author={H{\'e}l{\`e}ne Jacqmin-Gadda and Solenne Sibillot and C{\'e}cile Proust-Lima and Jean-Michel Molina and Rodolphe Thi{\'e}baut},
  journal={Computational Statistics & Data Analysis},
  year={2007},
  volume={51},
  pages={5142-5154}
}
A simulation study is performed to investigate the robustness of the maximum likelihood estimator of fixed effects from a linear mixed model when the error distribution is misspecified. Inference for the fixed effects under the assumption of independent normally distributed errors with constant variance is shown to be robust when the errors are either non-gaussian or heteroscedastic, except when the error variance depends on a covariate included in the model with interaction with time… CONTINUE READING

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