Displaying 1 result from an estimated 1 matches for "unknownbeta".
2007 Feb 19
1
Need to find most likely betas
Hello,
I have a particular situation where a single "wrong" observation is
impacting the results of a traditional regression to the point that
betas become unreliable. I need a way to calculate the most likely
betas. Here's an example:
set.seed(1)
unknownbeta <- matrix(seq(100,500,100),25,5,byrow=TRUE)
x <-matrix(runif(25*5),25)
y <- rowSums(unknownbeta*x)
summary(lm(y~0+x)) #gets back the unknown betas.
#Now, let's introduce a single wrong data.
unknownbeta[25,5] <-100
y <- rowSums(unknownbeta*x)
summary(lm(y~0+x)) #every beta chan...