Robust Two‐Stage Estimation in Hierarchical Nonlinear Models

Beow Yong Yeap and Marie Davidian

Biometrics, 2001, vol. 57, issue 1, 266-272

Abstract: Summary. Hierarchical models encompass two sources of variation, namely within and among individuals in the population; thus, it is important to identify outliers that may arise at each sampling level. A two‐stage approach to analyzing nonlinear repeated measurements naturally allows parametric modeling of the respective variance structure for the intraindividual random errors and interindividual random effects. We propose a robust two‐stage procedure based on Huber's (1981, Robust Statistics) theory of M‐estimation to accommodate separately aberrant responses within an experimental unit and subjects deviating from the study population when the usual assumptions of normality are violated. A toxicology study of chronic ozone exposure in rats illustrates the impact of outliers on the population inference and hence the advantage of adopting the robust methodology. The robust weights generated by the two‐stage M‐estimation process also serve as diagnostics for gauging the relative influence of outliers at each level of the hierarchical model. A practical appeal of our proposal is the computational simplicity since the estimation algorithm may be implemented using standard statistical software with a nonlinear least squares routine and iterative capability.

Date: 2001
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