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heteroscedacity
2011 Apr 18
0
apply lm.beta() to rlm object (robust regression)
Hello,
I'm trying to do a regression analysis (multiple linear regression) and have
to deal with a slight heteroscedascitiy in my data.
I've read somewhere that it's possible to use the rlm (robust regression)
out of the MASS package in such cases. Is it possible to apply the lm.beta
method (from package QuantPsyc) to the returned rlm object and/or is there a
way to calculate r-squared (or a "robust&quo...