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2018 Mar 04
2
lmrob gives NA coefficients
...VNk=3 (0,
??), ?? the variance covariance matrix of errors, diag(??)= 1,
off-diag(??)= ??= 0.15. To investigate the robustness of the estimators
against outliers, we chosen different percentages of outliers ( 20%, 45%).
We choose shrink parameter in (12) by minimize the new robust Cross
Validation (CVMM) criterion which avoided
2018-03-04 0:52 GMT+01:00 David Winsemius <dwinsemius at comcast.net>:
>
> > On Mar 3, 2018, at 3:04 PM, Christien Kerbert <
> christienkerbert at gmail.com> wrote:
> >
> > Dear list members,
> >
> > I want to perform an MM-...
2018 Mar 04
0
lmrob gives NA coefficients
...e variance covariance matrix of errors, diag(??)= 1,
> off-diag(??)= ??= 0.15. To investigate the robustness of the estimators
> against outliers, we chosen different percentages of outliers ( 20%, 45%).
> We choose shrink parameter in (12) by minimize the new robust Cross
> Validation (CVMM) criterion which avoided
>
> 2018-03-04 0:52 GMT+01:00 David Winsemius <dwinsemius at comcast.net>:
>
> >
> > > On Mar 3, 2018, at 3:04 PM, Christien Kerbert <
> > christienkerbert at gmail.com> wrote:
> > >
> > > Dear list members,
> &...
2018 Mar 04
1
lmrob gives NA coefficients
...iance matrix of errors, diag(??)= 1,
>> off-diag(??)= ??= 0.15. To investigate the robustness of the estimators
>> against outliers, we chosen different percentages of outliers ( 20%, 45%).
>> We choose shrink parameter in (12) by minimize the new robust Cross
>> Validation (CVMM) criterion which avoided
>>
>> 2018-03-04 0:52 GMT+01:00 David Winsemius <dwinsemius at comcast.net>:
>>
>> >
>> > > On Mar 3, 2018, at 3:04 PM, Christien Kerbert <
>> > christienkerbert at gmail.com> wrote:
>> > >
>> >...
2018 Mar 04
0
lmrob gives NA coefficients
...??)= 1,
>>> off-diag(??)= ??= 0.15. To investigate the robustness of the estimators
>>> against outliers, we chosen different percentages of outliers ( 20%,
>>> 45%).
>>> We choose shrink parameter in (12) by minimize the new robust Cross
>>> Validation (CVMM) criterion which avoided
>>>
>>> 2018-03-04 0:52 GMT+01:00 David Winsemius <dwinsemius at comcast.net>:
>>>
>>> >
>>> > > On Mar 3, 2018, at 3:04 PM, Christien Kerbert <
>>> > christienkerbert at gmail.com> wrote:
>>...
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:
>
> rho <- 0.15 # low interdependency
> Sigma <-
2018 Mar 03
2
lmrob gives NA coefficients
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:
rho <- 0.15 # low interdependency
Sigma <- matrix(rho, d, d); diag(Sigma) <- 1
x.clean <- mvrnorm(n, rep(0,d), Sigma)
beta <- c(1.0, 2.0, 3.0, 4.0)
error <- rnorm(n = n,