Re: [R] Robust regression for ordered data
It **might** also help the OP clarify his intent in exactly the way you describe (or not). My intent is to perform a linear regression on a metric dependent variable. Unfortunately, two key assumptions - normal distribution and homoscedasticity - cannot be met. I read that using a robust regression is the way to go in this case, and I wanted to ask whether this is possible in R, and if so, whether there is a robust regression that can handle the lack of both assumptions. On top of that, I get different results using the Huber and Bisquare weighting functions, and don't know what that implies. Thanks On Sun, Oct 7, 2012 at 10:47 PM, Prof Brian Ripley rip...@stats.ox.ac.uk wrote: On 08/10/2012 00:37, Bert Gunter wrote: Have you checked the Robust task view on CRAN?? Would seem that that should have been the first place to look. It is still a conceptual question. I presume this means an ordered response, and then we need to know what is meant by 'regression'. If you tell us precisely what robust method you want to know about, you may get help about whether it is available in R. But I surmise that you need rather to be looking at ordinal regression (polr in MASS, for example), and you will not find that in the 'Robust' task view. In the task view, 'robust' is a technical term and I don't think 'Elko Fried' is using it in the sense the author of the task view is. -- Bert On Sun, Oct 7, 2012 at 3:30 PM, Eiko Fried tor...@gmail.com wrote: Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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. -- Brian D. Ripley, rip...@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, UKFax: +44 1865 272595 -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm [[alternative HTML version deleted]] __ 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.
Re: [R] Robust regression for ordered data
On Oct 8, 2012, at 5:17 PM, Eiko Fried wrote: It **might** also help the OP clarify his intent in exactly the way you describe (or not). My intent is to perform a linear regression on a metric dependent variable. What do you mean by a metric dependent variable? Unfortunately, two key assumptions - normal distribution and homoscedasticity - cannot be met. You have not demonstrated that these key assumptions have not been met. Those assumptions refer to the residuals after the model is fit. Many novice practitioners incorrectly assume they refer to the predictor variables. I read that using a robust regression is the way to go in this case, and I wanted to ask whether this is possible in R, and if so, whether there is a robust regression that can handle the lack of both assumptions. On top of that, I get different results using the Huber and Bisquare weighting functions, and don't know what that implies. Nor do we, ... since you have shown neither that data nor the code. -- David. Thanks On Sun, Oct 7, 2012 at 10:47 PM, Prof Brian Ripley rip...@stats.ox.ac.uk wrote: On 08/10/2012 00:37, Bert Gunter wrote: Have you checked the Robust task view on CRAN?? Would seem that that should have been the first place to look. It is still a conceptual question. I presume this means an ordered response, and then we need to know what is meant by 'regression'. If you tell us precisely what robust method you want to know about, you may get help about whether it is available in R. But I surmise that you need rather to be looking at ordinal regression (polr in MASS, for example), and you will not find that in the 'Robust' task view. In the task view, 'robust' is a technical term and I don't think 'Elko Fried' is using it in the sense the author of the task view is. -- Bert On Sun, Oct 7, 2012 at 3:30 PM, Eiko Fried tor...@gmail.com wrote: Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon David Winsemius, MD Alameda, CA, USA __ 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.
Re: [R] Robust regression for ordered data
This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. __ 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.
Re: [R] Robust regression for ordered data
Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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.
Re: [R] Robust regression for ordered data
Have you checked the Robust task view on CRAN?? Would seem that that should have been the first place to look. -- Bert On Sun, Oct 7, 2012 at 3:30 PM, Eiko Fried tor...@gmail.com wrote: Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm __ 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.
Re: [R] Robust regression for ordered data
I don't know about the topic of your question. Have you used the RSiteSearch function to research it yourself? --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. __ 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.
Re: [R] Robust regression for ordered data
On 08/10/2012 00:37, Bert Gunter wrote: Have you checked the Robust task view on CRAN?? Would seem that that should have been the first place to look. It is still a conceptual question. I presume this means an ordered response, and then we need to know what is meant by 'regression'. If you tell us precisely what robust method you want to know about, you may get help about whether it is available in R. But I surmise that you need rather to be looking at ordinal regression (polr in MASS, for example), and you will not find that in the 'Robust' task view. In the task view, 'robust' is a technical term and I don't think 'Elko Fried' is using it in the sense the author of the task view is. -- Bert On Sun, Oct 7, 2012 at 3:30 PM, Eiko Fried tor...@gmail.com wrote: Thank you Jeff! Please ignore the first of my two questions then, and apologies for not making it clear that my second question was about R. (2) Are there ways of using robust regressions with ordered data ... in R? Thank you On 7 October 2012 18:26, Jeff Newmiller jdnew...@dcn.davis.ca.us wrote: This does not appear to be a question about R. You should post in a list or forum dedicated to discussing statistics theory, such as stats.stackoverflow.com. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Eiko Fried tor...@gmail.com wrote: I have two regressions to perform - one with a metric DV (-3 to 3), the other with an ordered DV (0,1,2,3). Neither normal distribution not homoscedasticity is given. I have a two questions: (1) Some sources say robust regression take care of both lack of normal distribution and heteroscedasticity, while others say only of normal distribution. What is true? (2) Are there ways of using robust regressions with ordered data, or is that only possible for metric DVs? Thanks Torvon [[alternative HTML version deleted]] __ 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. [[alternative HTML version deleted]] __ 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. -- Brian D. Ripley, rip...@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, UKFax: +44 1865 272595 __ 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.
