At 18:54 2004-11-02 -0400, you wrote:
>Anybody knows if there exists somewhere in R some implementation of robust
>Poisson regression,
>where robust is taken in the sense as usen in rlm(MASS). I found something
>in the package
>wle, but only for the Poisson distribution, not for regression.
Take a look at Eva Cantoni's "Analysis of robust quasi-deviances for
generalized linear models" paper in JSS 10(4)
(http://www.jstatsoft.org/v10/i04/).
The tar'ed file contains S-PLUS functions, and IIRC the modifications to
make `glm.rob' run under R were quite simple. I can't find my modified
version right now, but I remember making changes to lots of `assign'
calls... I also remember having trouble with `integrate' calls in the
`quasi.rob.xxx' functions, but since I didn't have to use these I never
tried fixing it.
HTH,
Henric