Hello, I'm trying to do a regression analysis (multiple linear regression) and have to deal with a slight heteroscedascitiy in my data.
I've read somewhere that it's possible to use the rlm (robust regression) out of the MASS package in such cases. Is it possible to apply the lm.beta method (from package QuantPsyc) to the returned rlm object and/or is there a way to calculate r-squared (or a "robust" equivalent) for each parameter? Thanks a lot in advance. rob ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
