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2007 Sep 04
1
Robust linear models and unequal variance
...d the answer in
the literature or in the R-archives.
I would like to do a robust ANCOVA (using either rlm or lmRob of the
MASS and robust packages) - my response variable deviates slightly from
normal and I have some "outliers". The data consist of 2 factor
variables and 3-5 covariates (fdepending on the model). However, the
variance between my groups is not equal and I am not sure if it is
therefore appropriate to use a robust statistical method or if a
non-parametric analysis (i.e. ranked regression) might be better. If I
can still use a robust statistical method, which estimator is best t...