>> I have tried to search for a R code program of robust M or generalized
M
>> regression estimator (like M and GM in S-Plus). Could you, please, help
me
>> to find this program if it has been constructed?
>>
>> Yours sincerely,
>>
>> Heikki Hella
>> PhD student
>>
>> Helsinki
>> Finland
There are robust regression functions (not M-est)
in the lqs package `` library(lqs) ''; look for "resistant"
instead of
"robust" (why?, well..) further enhanced by functions in the MASS
package,
particularly rlm() :
hubers(MASS) Huber Proposal 2 Robust Estimator of Location and/or Scale
orlm(MASS) Fit Robust Linear Regression Model
rlm(MASS) Robust Fitting of Linear Models
summary.rlm(MASS) Summary Method for Robust Linear Models
and in the wle package :
wle.normal(wle) Robust Estimation in the Normal Model
wle.normal.multi(wle) Robust Estimation in the Normal Multivariate Model
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