[R] Robustness of linear mixed models

[Prof Brian Ripley]

On Mon, 26 Jun 2006, Bruno L. Giordano wrote:

> Hello,
>
> with 4 different linear mixed models (continuous dependent) I find that my
> residuals do not follow the normality assumption (significant Shapiro-Wilk
> with values equal/higher than 0.976; sample sizes 750 or 1200). I find,
> instead, that my residuals are really well fitted by a t distribution with
> dofs' ranging, in the different datasets, from 5 to 12.
>
> Should this be considered such a severe violation of the normality
> assumption as to make model-based inferences invalid?

For some aspects, yes.  Given that R provides you with the means to fit 
robust linear models, why not use them and find out if they make a 
difference to the aspects you are interested in?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595