R help - Jul 2012 - How to do goodness-of-fit diagnosis and model checking for rlm in R?

Hi all,

I am reading the MASS book but it doesn't give examples about the diagnosis
and model checking for rlm...

My data is highly non-Gaussian so I am using rlm instead of lm.

My questions are:

0. Are goodness-of-fit and model-checking using rlm completely the same as
usual regression?

   1.

   Please give me some pointers about how to do goodness-of-fit and
   residual diagnosis for rlm in R? Any good tutorials/examples, etc?
   2.

   How to do the residual diagnosis etc. when regression weights are used?
   Still the same?

Thanks a lot!

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....

On Fri, Jul 6, 2012 at 7:19 AM, Michael <comtech.usa@gmail.com> wrote:
> Hi all,
>
> I am reading the MASS book but it doesn't give examples about the
diagnosis
> and model checking for rlm...
>
> My data is highly non-Gaussian so I am using rlm instead of lm.
>
Well, rlm() is not necessarily going to help you with that. Key questions:
In what way are the data non-Gaussian? Why?

Please do not reply to either me or the list. You need to talk with a
statistician or try a statistical help list (e.g. stats.stackexchange.com).
These are not questions about R but about statistical modeling.

-- Bert
>
> My questions are:
>
> 0. Are goodness-of-fit and model-checking using rlm completely the same as
> usual regression?
>
>    1.
>
>    Please give me some pointers about how to do goodness-of-fit and
>    residual diagnosis for rlm in R? Any good tutorials/examples, etc?
>    2.
>
>    How to do the residual diagnosis etc. when regression weights are used?
>    Still the same?
>
> Thanks a lot!
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org 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.
>


-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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