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2018 Mar 04
0
lmrob gives NA coefficients
What is 'd'? What is 'n'?
On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert <
christienkerbert at gmail.com> wrote:
> Thanks for your reply.
>
> I use mvrnorm from the *MASS* package and lmrob from the *robustbase*
> package.
>
> To further explain my data generating process, the idea is as follows. The
> explanatory variables are genera...
2018 Mar 04
2
lmrob gives NA coefficients
...riate normal distribution
where the covariance matrix of the variables is defined by Sigma in my
code, with ones on the diagonal and rho = 0.15 on the non-diagonal. Then y
is created by y = 1 - 2*x1 + 3*x3 + 4*x4 + error and the error term is
standard normal distributed.
Hope this helps.
Regards,
Christien
In this section, we provide a simulation study to illustrate the
performance of four estimators, the (GLS), S, MM and MM ridge estimator for
SUR model. This simulation process is executed to generate data for the
following equation Where In this simulation, we set the initial value
for ?= [1,2,...
2018 Mar 04
1
lmrob gives NA coefficients
d is the number of observed variables (d = 3 in this example). n is the
number of observations.
2018-03-04 11:30 GMT+01:00 Eric Berger <ericjberger at gmail.com>:
> What is 'd'? What is 'n'?
>
>
> On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert <
> christienkerbert at gmail.com> wrote:
>
>> Thanks for your reply.
>>
>> I use mvrnorm from the *MASS* package and lmrob from the *robustbase*
>> package.
>>
>> To further explain my data generating process, the idea is as follows. The
>...
2018 Mar 03
2
lmrob gives NA coefficients
...uot;x2", "x3", "y")
Then, I pass the following formula to lmrob: f <- y ~ x1 + x2 + x3
Finally, I run lmrob: lmrob(f, data = data, cov = ".vcov.w")
and this results in NA coefficients.
It would be great if anyone can help me out. Thanks in advance.
Regards,
Christien
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2018 Mar 04
0
lmrob gives NA coefficients
Hard to help you if you don't provide a reproducible example.
On Sun, Mar 4, 2018 at 1:05 PM, Christien Kerbert <
christienkerbert at gmail.com> wrote:
> d is the number of observed variables (d = 3 in this example). n is the
> number of observations.
>
> 2018-03-04 11:30 GMT+01:00 Eric Berger <ericjberger at gmail.com>:
>
>> What is 'd'? What is 'n'?...
2018 Mar 03
0
lmrob gives NA coefficients
> On Mar 3, 2018, at 3:04 PM, Christien Kerbert <christienkerbert at gmail.com> wrote:
>
> Dear list members,
>
> I want to perform an MM-regression. This seems an easy task using the
> function lmrob(), however, this function provides me with NA coefficients.
> My data generating process is as follows:
>
&g...