You can also look at package nlrq, if you intend to do non linear LAD regression.
Best, Philippe Grosjean -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]]On Behalf Of Huntsinger, Reid Sent: mercredi 15 janvier 2003 6:59 To: '[EMAIL PROTECTED]'; [EMAIL PROTECTED] Subject: RE: [R] Least Absolute Deviation Try the package "quantreg" on CRAN. Reid Huntsinger -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]] Sent: Wednesday, January 15, 2003 12:19 PM To: [EMAIL PROTECTED] Subject: [R] Least Absolute Deviation Dear all, I try to fit least absolute deviation (LAD) regression with R. I couldn't find any command to carry out LAD. What I am doing now is using nlm() and setting the function argument to minimize the sum of the absolute deviation. But for some data it keeps giving out the error message: Error in nlm(absdev, b.start) : non-finite value supplied by nlm. (there is no na in my dataset.) I am wondering if there is some function I can do it directly. Many thanks. Huan This message and any attachments (the "message") is intended solely for the addressees and is confidential. If you receive this message in error, please delete it and immediately notify the sender. Any use not in accord with its purpose, any dissemination or disclosure, either whole or partial, is prohibited except formal approval. The internet can not guarantee the integrity of this message. BNP PARIBAS (and its subsidiaries) shall (will) not therefore be liable for the message if modified. --------------------------------------------- Ce message et toutes les pieces jointes (ci-apres le "message") sont etablis a l'intention exclusive de ses destinataires et sont confidentiels. Si vous recevez ce message par erreur, merci de le detruire et d'en avertir immediatement l'expediteur. Toute utilisation de ce message non conforme a sa destination, toute diffusion ou toute publication, totale ou partielle, est interdite, sauf autorisation expresse. L'internet ne permettant pas d'assurer l'integrite de ce message, BNP PARIBAS (et ses filiales) decline(nt) toute responsabilite au titre de ce message, dans l'hypothese ou il aurait ete modifie. ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help ---------------------------------------------------------------------------- -- ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
