Displaying 6 results from an estimated 6 matches for "kerbert".
Did you mean:
herbert
2018 Mar 04
0
lmrob gives NA coefficients
What is 'd'? What is 'n'?
On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert <
christienkerbert at gmail.com> wrote:
> Thanks for your reply.
>
> I use mvrnorm from the *MASS* package and lmrob from the *robustbase*
> package.
>
> To further explain my data generating process, the idea is as follows. The
> explanatory variables are generated my a...
2018 Mar 04
1
lmrob gives NA coefficients
d is the number of observed variables (d = 3 in this example). n is the
number of observations.
2018-03-04 11:30 GMT+01:00 Eric Berger <ericjberger at gmail.com>:
> What is 'd'? What is 'n'?
>
>
> On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert <
> christienkerbert at gmail.com> wrote:
>
>> Thanks for your reply.
>>
>> I use mvrnorm from the *MASS* package and lmrob from the *robustbase*
>> package.
>>
>> To further explain my data generating process, the idea is as follows. The
>> exp...
2018 Mar 04
0
lmrob gives NA coefficients
Hard to help you if you don't provide a reproducible example.
On Sun, Mar 4, 2018 at 1:05 PM, Christien Kerbert <
christienkerbert at gmail.com> wrote:
> d is the number of observed variables (d = 3 in this example). n is the
> number of observations.
>
> 2018-03-04 11:30 GMT+01:00 Eric Berger <ericjberger at gmail.com>:
>
>> What is 'd'? What is 'n'?
>>...
2018 Mar 04
2
lmrob gives NA coefficients
...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-regression. This seems an easy task using the
> > function lmrob(), however, this function provides me with NA
> coefficients.
> > My data generating...
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 &...
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,