just two small remarks,
1. the point
> x[weird.rM,]
rj rM
2004-05-17 -11.89823 -13.05386
is actually not a distorting outlier since it lies pretty much on the
regression lines.
this is what Martin and Simin (2003) in the article mentioned earlier in the
winzorization topic call a "good" outlier, since it confirms rather than
disproves the parameter estimates.
2. except for the normal regression line, all other lines seem to be very
similar so that choice does not really matter so much, dont you think so?
Zeno
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