Robust variance estimators for fixed-effect estimates with hierarchical-likelihood.
Youngjo LeePublished in: Stat. Comput. (2002)
Keyphrases
- low variance
- unbiased estimator
- robust estimators
- robust estimation
- variance reduction
- variance estimator
- coarse to fine
- estimation error
- confidence intervals
- parameter tuning
- fixed number
- robust regression
- log likelihood
- data sets
- standard deviation
- maximum likelihood
- likelihood ratio
- posterior probability
- asymptotic properties
- hierarchical structure
- von mises