Hi,
I am using robust regression, i.e. model.robust-ltsreg(MXD~ORR,data=DATA).
My question:- is there any way to determine the Robust Multiple R-Squared
(as returned in the summary output in splus)? I found an equivalent model in
the rrcov package which included R-square, residuals etc in it's
: [R] Robust regression with groups
Angelo and Folks:
Beware! It is not at all clear what you mean by robust regression.
The
sandwich estimator is often said to be robust to model
misspecification in
the sense that it converges to the correct covariance matrix whether
or not
the correlation
Subject: RE: [R] Robust regression with groups
Angelo and Folks:
Beware! It is not at all clear what you mean by robust regression.
The
sandwich estimator is often said to be robust to model
misspecification in
the sense that it converges to the correct covariance matrix whether
]
[mailto:[EMAIL PROTECTED] On Behalf Of Angelo Secchi
Sent: Thursday, October 21, 2004 7:58 AM
To: [EMAIL PROTECTED]
Subject: Re: [R] Robust regression with groups
Hi,
Bert you are definitely right I've been confuse
and unclear on the nature of my problem (sorry about that).
In my message
: Thursday, October 21, 2004 9:58 AM
To: Berton Gunter
Cc: 'Angelo Secchi'; [EMAIL PROTECTED]
Subject: Re: [R] Robust regression with groups
Hi, Angelo:
Have you plotted the data in creative ways, e.g., normal
probability plots and plots vs. time with a separate line for each
subject
Hi,
I have data on a group of subjects in different years. I should assume
that observations regarding different individuals are independent but
observations for the same individual in different years are not and I
would like to have an estimated standard error (and variance-covariance
matrix)
PM
Subject: [R] Robust regression with groups
Hi,
I have data on a group of subjects in different years. I should
assume
that observations regarding different individuals are independent
but
observations for the same individual in different years are not and
I
would like to have an estimated
: Wednesday, October 20, 2004 7:08 AM
To: Angelo Secchi
Cc: [EMAIL PROTECTED]
Subject: Re: [R] Robust regression with groups
Hi Angelo,
There are two possible options (at least to my knowledge):
1. to use a random-effects model, either using `lme' (packages: nlme,
lme4) if you have normal
Dear Spencer and all
As you see, I have changed the subject title, because at the moment
this was my interest.
ad 2, I am checking always MASS first.
ad 1, As mentioned above, I wanted to do a robust fit of a nonlinear
function, although robust nonlinear regression is also of interest
to me.
We have done a multiple regression (glm) with non-orthogonal design and two
correlated explanatory variables, and poisson errors, because the response
variable is a count (number of species). The parameter estimates calculated
were opposite to the tendency observed in the plot. As we excluded
Hi,
the package is called quantreg and yes, it solved my problem. LAD
regression was actually the method I was looking for, thanks a lot.
However, some of my problems are rather large and even if I use the
method 'fn' and 'pfn' recommended for large problems in 'rq' I get an
error:
res -
Hi,
trying to do a robudt regression of a two-way linear model, I keep
getting the following error:
lqs(obs ~ y + s -1,method=lms, contrasts=list(s=(contr.sum)))
Error: lqs failed: all the samples were singular
Robust regression with M-estimators works (also regular least square
fits, of
On Wed, 30 Jul 2003, Joerg Schaber wrote:
Hi,
trying to do a robudt regression of a two-way linear model, I keep
getting the following error:
lqs(obs ~ y + s -1,method=lms, contrasts=list(s=(contr.sum)))
Error: lqs failed: all the samples were singular
Robust regression with
BDR == Prof Brian Ripley [EMAIL PROTECTED]
on Wed, 25 Jun 2003 20:06:49 +0100 (BST) writes:
BDR On Wed, 25 Jun 2003, Rafael Bertola wrote:
Is there a command in R that make the same regression
like l1fit in S-plus?
BDR You can use the quantreg package.
This is an
On Thu, 26 Jun 2003, Martin Maechler wrote:
BDR == Prof Brian Ripley [EMAIL PROTECTED]
on Wed, 25 Jun 2003 20:06:49 +0100 (BST) writes:
BDR On Wed, 25 Jun 2003, Rafael Bertola wrote:
Is there a command in R that make the same regression
like l1fit in S-plus?
BDR
Roger == Roger Koenker [EMAIL PROTECTED]
on Thu, 26 Jun 2003 04:18:27 -0500 (CDT) writes:
Roger On Thu, 26 Jun 2003, Martin Maechler wrote:
BDR == Prof Brian Ripley [EMAIL PROTECTED]
on Wed, 25 Jun 2003 20:06:49 +0100 (BST) writes:
BDR On Wed, 25 Jun 2003,
Is there a command in R that make the same regression like l1fit in
S-plus?
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You can use the quantreg package.
However, neither l1fit nor that do `robust regression', so you need to
think more carefully about what you really want. There are almost always
better alternatives than L1 fits.
On Wed, 25 Jun 2003, Rafael Bertola wrote:
Is there a command in R that make
I need Robust Regression algorithm; Huber, Tukey and Andrews.
Thank you a lot, for your time.
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[EMAIL PROTECTED] wrote:
I need Robust Regression algorithm; Huber, Tukey and Andrews.
Thank you a lot, for your time.
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See ?rlm in package MASS for robust
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