R help - Feb 2007 - Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

Hi
I am looking for suitable packages in R that do
regression analyses using least median squares method
(or better). Additionally, I am also looking for
packages that implement algorithms/methods for
detecting outliers that can be discarded before doing
the regression analyses.

Although some websites refer to "lms" method under
package "lps" in R, I am unable to find such a package
on CRAN.

I would greatly appreciate any pointers to suitable
functions/packages for doing the above analyses.

Thanks
Lalitha


 
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Packages MASS and robustbase both have this functionality. There may also be
others.

Bert Gunter
Genentech Nonclinical Statistics
South San Francisco, CA 94404
650-467-7374


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of lalitha viswanath
Sent: Wednesday, February 28, 2007 10:04 AM
To: r-help at stat.math.ethz.ch
Subject: [R] Packages in R for least median squares regression and
computingoutliers (thompson tau technique etc.)

Hi
I am looking for suitable packages in R that do
regression analyses using least median squares method
(or better). Additionally, I am also looking for
packages that implement algorithms/methods for
detecting outliers that can be discarded before doing
the regression analyses.

Although some websites refer to "lms" method under
package "lps" in R, I am unable to find such a package
on CRAN.

I would greatly appreciate any pointers to suitable
functions/packages for doing the above analyses.

Thanks
Lalitha


 
____________________________________________________________________________
________
TV dinner still cooling? 
Check out "Tonight's Picks" on Yahoo! TV.

______________________________________________
R-help at stat.math.ethz.ch mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Try rq in quantreg using the default value for tau.

On 2/28/07, lalitha viswanath <lalithaviswanath at yahoo.com>
wrote:
> Hi
> I am looking for suitable packages in R that do
> regression analyses using least median squares method
> (or better). Additionally, I am also looking for
> packages that implement algorithms/methods for
> detecting outliers that can be discarded before doing
> the regression analyses.
>
> Although some websites refer to "lms" method under
> package "lps" in R, I am unable to find such a package
> on CRAN.
>
> I would greatly appreciate any pointers to suitable
> functions/packages for doing the above analyses.
>
> Thanks
> Lalitha
>
>
>
>
____________________________________________________________________________________
> TV dinner still cooling?
> Check out "Tonight's Picks" on Yahoo! TV.
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

lalitha viswanath <lalithaviswanath <at> yahoo.com>
writes:
> 
> Hi
> I am looking for suitable packages in R that do
> regression analyses using least median squares method
> (or better). Additionally, I am also looking for
> packages that implement algorithms/methods for
> detecting outliers that can be discarded before doing
> the regression analyses....
> 
Function lmsreg in package MASS provides least median of 
squares regression estimator.  See RR Wilcox, Introduction 
to Robust Estimation and Hypothesis Testing, Elsevier 2005 
and a wealth of corresponding R functions for robust data
analyses available at 
http://psychology.usc.edu/faculty_homepage.php?id=43