Displaying 2 results from an estimated 2 matches for "maronna".
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madonna
2010 Dec 13
1
Wrong contrast matrix for nested factors in lm(), rlm(), and lmRob()
...ob.fit.compute() generate the correct estimates.
(3) If one uses lm.fit() and lmRob.fit.compute() directly in this way,
then, given that one is warned against doing so, what are the dangers?
(4) According to cran.r-project.org/web/views/Robust.html, lmRob()
"makes use of the M-S algorithm of Maronna and Yohai (2000),
automatically when there are factors among the predictors (where
S-estimators (and hence MM-estimators) based on resampling typically
badly fail)." Is there an alternative program that uses the M-S
algorithm, if lmRob() or lmRob.fit.compute() cannot be made to work?
------...
2005 Dec 02
1
M-estimator R function question
In the robust library of S+, it is possible to compute Rocke's
constrained M-estimator of scatter and location. Can't find anything
within R that does the same thing. Can someone tell me whether any package
exists for computing it?
Thanks.
Rand Wilcox
Professor
Dept of Psychology
University of Southern California
Los Angeles, CA 90089-1061
FAX: 213-746-9082