R help - May 2012 - M-estimation in multivariate linear regression model in R

Hello,

I try to find a function for M-estimation in multivariate linear regression
model (function that can estimate betas in my model: y=x * beta + e, where
y is a matrix). I´ve searched R-site for a long time, but I am hopeless.

I would like to ask, if there is any function for M-estimation in
multivariate linear regression model in R. I know I can estimate betas in
my model by rlm() function --> rewrite y-variables into one column (vec
operation) ... But ... I would like to use one function to get betas and
don´t rewrite y-variables.

Thank you for any help (claim that there is no function like I need is also
very helpfull, so I will compute my problem by rlm function).

Monika Steinhubelova

	[[alternative HTML version deleted]]

Familiarize yourself with the CRAN task views and check out the Robust
task view.

Also ?rlm in MASS.

-- Bert

On Mon, May 21, 2012 at 11:23 AM, Monika Steinhubelova
<monika.steinhubelova at gmail.com> wrote:
> ?Hello,
>
> I try to find a function for M-estimation in multivariate linear regression
> model (function that can estimate betas in my model: y=x * beta + e, where
> y is a matrix). I?ve searched R-site for a long time, but I am hopeless.
>
> I would like to ask, if there is any function for M-estimation in
> multivariate linear regression model in R. I know I can estimate betas in
> my model by rlm() function --> rewrite y-variables into one column (vec
> operation) ... But ... I would like to use one function to get betas and
> don?t rewrite y-variables.
>
> Thank you for any help (claim that there is no function like I need is also
> very helpfull, so I will compute my problem by rlm function).
>
> Monika Steinhubelova
>
> ? ? ? ?[[alternative HTML version deleted]]
>
>
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>


-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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Phone: 467-7374
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