<html><head></head><body>M-Estimator code for RR
Wilcox''s book Intorduction
to Robust Estimation and Hypothesis Testing will run fine on R after the
mildest of edits, described below. <br>
Functions mest and
mestse calculate the M estimator of location & its standard error;
many other robust estimator functions are available.<br>
<br>
To get & use the code:<br>
Download the file archive.zip <a
href="ftp://ftp.harcourtbrace.com/pub/academic_press/saved/books/ireht/archive.zip">ftp://ftp.harcourtbrace.com/pub/academic_press/saved/books/ireht/archive.zip</a>
<a
href="ftp://ftp.harcourtbrace.com/pub/academic_press/saved/books/ireht/allfun"></a>
from<br>
<a
href="http://www.apnet.com/updates/ireht.htm">http://www.apnet.com/updates/ireht.htm</a><br>
<br>
Unzip the file and try source(''ALLFUN''), which will
fail with a parse error.<br>
Open ALLFUN in a text editor & go to the line where the parse
failed.<br>
You''ll see that the line where the load/parse failed has a quotation
wrapped aroudnd to the next line "like<br>
this".<br>
Delete the newline so that the quote is all on one line
"like this".
You''ll have to do this for several wrapped quotations in the file
before
it will load. You can either do them all in your editor at one shot or keep
running source(''ALLFUN'') which will tell you where the error
is. It is always
on a wrapped quotation.<br>
When you are done single-lining all the quotations, the
ALLFUN file will
load into R and you will get a suite of 20 or more robust estimators that
seem to work just fine in my hands. I can also recommend you buy the book,
which remains useful to me as a beginner in using robust estimators.<br>
<br>
I hope this helps.<br>
<br>
Thanks,<br>
Bobby Otillar<br>
Computational Biologist<br>
<br>
<pre wrap>>>I have tried to search for a R code program of robust M
or generalized M
<span class="moz-txt-citetags">>> </span>regression
estimator (like M and GM in S-Plus). Could you, please, help me
<span class="moz-txt-citetags">>> </span>to find
this program if it has been constructed?
<span class="moz-txt-citetags">>> </span>
<span class="moz-txt-citetags">>> </span>Yours
sincerely,
<span class="moz-txt-citetags">>> </span>
<span class="moz-txt-citetags">>> </span>Heikki
Hella
<span class="moz-txt-citetags">>> </span>PhD student
<span class="moz-txt-citetags">>> </span>
<span class="moz-txt-citetags">>> </span>Helsinki
<span class="moz-txt-citetags">>> </span>Finland
</pre>
<br>
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