One way of implementing some Bayesian techniques is to add data points based on prior knowledge. E.g., see Gelman, Carlin, Stern & Rubin, in "Bayesian Data Analysis" (1997) for how a prior on a regression parameter can be interpreted as an additional data point. (Section 8.9 in my 2000 reprint).

hope this helps,

Tony Plate


At Wednesday 02:31 PM 12/3/2003 -0800, [EMAIL PROTECTED] wrote:
Hi,

This is more a statistics question rather than R question. But I thought people on this list may have some pointers.

MY question is like the following:
I would like to have a robust regression line. The data I have are mostly clustered around a small range. So
the regression line tend to be influenced strongly by outlier points (with large cook's distance). From the application
's background, I know that the line should pass (0,0), which is far away from the data cloud. I would like to add this
point to have a more robust line. The question is: does it make sense to do this? what are the negative impacts if any?


thanks,
jonathan

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Tony Plate [EMAIL PROTECTED]


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