Displaying 1 result from an estimated 1 matches for "dist_nsamp".
2011 Dec 06
2
Why can't I figure this out? :S
...ian+mom_ed+yearstudy,
quantile = quantile[1], psamp = psamp, nsamp = nsamp)
rr <- residuals(NameC_lts)/NameC_lts$scale[2]
rr_nok <- abs(rr) > critval[1]
## robust leverage via MCD (or MVE)
X <- model.matrix(NameC)[,-1]
cv <- cov.rob(X, method = method,
quantile = quantile[2], nsamp = dist_nsamp)
rd <- sqrt(mahalanobis(X, cv$center, cv$cov))
rd_nok <- rd > critval[2]
## ROBUST results
nok <- rr_nok & rd_nok
NameC_rob <- lm(formula, data[!nok,])
rval <- list(ols = NameC, lts = NameC_lts, robust = NameC_rob,
cov.rob = cv, robresid = rr, robdist = rd,
high_residuals = rr...