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Hi! I tested two different implementations of the robust MCD estimator: cov.mcd from the MASS package and covMcd from the rrcov package. Tests were done on the hbk dataset included in the rrcov package. Unfortunately I get quite differing results -- so the question is whether this differences are justified or an error on my side or a bug? Here is, what I did: > require(MASS) >

Dear All, When I run rlm to obtain robust standard errors, my output does not include p-values. Is there any reason p-values should not be used in this case? Is there an argument I could use in rlm so that the output does include p-values? Thanks in advance, Celso [[alternative HTML version deleted]]

...se his code under the GPL for the R project. */ /* Original comments by the authors of the Fortran original code, * (merged for Qn & Sn in one file by M.M.): This file contains fortran functions for two new robust estimators of scale denoted as Qn and Sn, decribed in Rousseeuw and Croux (1993). These estimators have a high breakdown point and a bounded influence function. The implementation given here is very fast (running in O(n logn) time) and needs little storage space. Rousseeuw, P.J. and Croux, C. (1993) Alternatives to the Median Absolute Deviation", Jo...