Displaying 20 results from an estimated 20000 matches similar to: "location.m in R?"
2012 Nov 22
1
help in M-estimator by R
hi guys and gals ... How are you all ...
i have to do something in robust regression by R programm , and i have some
problems as following:
*the first :*
suppose
w(r) =1/(1 r^2) and r <- c(7.01,2.07,7.061,5.607,8.502,54.909,12.222)
and i want to exclude some values from r so that (abs(r)>4.9 )...
after ,i want to used (w) to get on coefficients beta0 and beta1 (B1 <-
2000 Dec 12
1
[Fwd: R code and robust regression]
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2005 Dec 22
1
Huber location estimate
We have a choice when calculating the Huber location estimate:
> set.seed(221205)
> y <- 7 + 3*rt(30,1)
> library(MASS)
> huber(y)$mu
[1] 5.9117
> coefficients(rlm(y~1))
(Intercept)
5.9204
I was surprised to get two different results. The function huber() works
directly with the definition whereas rlm() uses iteratively reweighted
least squares.
My surprise is
2003 Jul 30
2
robust regression
Hi,
trying to do a robudt regression of a two-way linear model, I keep
getting the following error:
> lqs(obs ~ y + s -1,method="lms", contrasts=list(s=("contr.sum")))
Error: lqs failed: all the samples were singular
Robust regression with M-estimators works (also regular least square
fits, of course):
rlm.formula(formula = obs ~ y + s - 1, method = "M",
2012 Jan 23
1
R not giving significance tests for coefficients/estimates?
> 3x4
Error: unexpected symbol in "3x4"
R has no idea that you equate "x" as multiplication.. use an astrix
> 3*4
[1] 12
dominic wrote
>
> This is basically my code:
>
> library(MASS)
> lmsreg(formula = b0 ~ b1 + b3 + b1xb2, data=mydata)
>
> b1xb2 is an interaction but it was the centered value for a continuous
> variable times a
2004 Jul 05
2
nonlinear regression with M estimation
Hi All,
Could any one tells me if R or S has the capacity to fit nonlinear
regression with Huber's M estimation? Any suggestion is appreciated. I was
aware of 'rlm' in MASS library for robust linear regression and 'nls' for
nonlinear least squares regression, but did not seem to be able to find
robust non-linear regression function.
Thanks and regards,
Ray Liu
2006 Feb 21
3
How to get around heteroscedasticity with non-linear leas t squares in R?
Your understanding isn't similar to mine. Mine says robust/resistant
methods are for data with heavy tails, not heteroscedasticity. The common
ways to approach heteroscedasticity are transformation and weighting. The
first is easy and usually quite effective for dose-response data. The
second is not much harder. Both can be done in R with nls().
Andy
From: Quin Wills
>
> I am
2000 Dec 05
1
Is robust regression available in R.
Hello, the R people.
I look for robust regression in R.
This method is available in S, its name is rreg.
Colud anyone teach me ?
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2003 Nov 14
1
What goodness-of-fit measure for robust regression ?
Hi,
i. After estimating some coefficients using robust regression with rlm() or lqs(), I wonder if there exist some measures of the goodness-of-fit as those for standard linear model(R2)... or evenly if it's a statistics non-sense to look for since I do not find any mention of that in differents chapters on robust and resistant regression or in severals R documentation (Fox, Ripley and
2007 Nov 21
1
equivalent of Matlab robustfit?
Hi,
I've been using the Matlab robustfit function for linear regressions
where I suspect some data points are outliers. Is there an equivalent
function in R?
Take care, Darren
PS, This is the Matlab help on robustfit:
>> help robustfit
ROBUSTFIT Robust linear regression
B = ROBUSTFIT(X,Y) returns the vector B of regression coefficients,
obtained by performing robust
2018 Apr 06
1
Fast tau-estimator line does not appear on the plot
R-experts,
I have fitted many different lines. The fast-tau estimator (yellow line) seems strange to me?because this yellow line is not at all in agreement with the other lines (reverse slope, I mean the yellow line has a positive slope and the other ones have negative slope).
Is there something wrong in my R code ? Is it because the Y variable is 1 vector and should be a matrix ?
Here is the
2006 Feb 21
2
How to get around heteroscedasticity with non-linear least squares in R?
I am using "nls" to fit dose-response curves but am not sure how to approach
more robust regression in R to get around the problem of the my error
showing increased variance with increasing dose.
My understanding is that "rlm" or "lqs" would not be a good idea here.
'Fairly new to regression work, so apologies if I'm missing something
obvious.
2018 Mar 31
0
Fast tau-estimator line does ot appear on the plot
On 31/03/2018 11:57 AM, varin sacha via R-help wrote:
> Dear R-experts,
>
> Here below my reproducible R code. I want to add many straight lines to a plot using "abline"
> The last fit (fast Tau-estimator, color yellow) will not appear on the plot. What is going wrong ?
> Many thanks for your reply.
>
It's not quite reproducible: you forgot the line to create
2018 Apr 07
0
Fast tau-estimator line does not appear on the plot
You need to pay attention to the documentation more closely. If you don't
know what something means, that is usually a signal that you need to study
more... in this case about the difference between an input variable and a
design (model) matrix. This is a concept from the standard linear algebra
formulation for regression equations. (Note that I have never used RobPer,
nor do I regularly
2008 May 02
2
my first post to the list
Hello R-listers! My first post to the list is a very simple one for those
who use the software continuosly. I am trying to understand the fixed-x
resampling and random-x-resampling method proposed by Fox about
Bootstrapping. The doubt that I have is on the side of the model run in one
of the functions expressed for fixed-x resampling. What I don't understand
is: X=model.matrix, and the -1
2005 Dec 08
1
weighted m-estimator
Dear R listers,
I'm trying use Huber's m-estimator on a dataset, which works fine so
far.
In the next step I would like to assign a (frequency) weight to the
observations.
It seemed straight forward to me to replicate the rows according to
their count variable.
Unfortunately, a solution provided by jim holtman on Wed 19 Oct 2005
in this list doesn't work for me:
> y
2018 Mar 31
2
Fast tau-estimator line does ot appear on the plot
Dear R-experts,
Here below my reproducible R code. I want to add many straight lines to a plot using "abline"
The last fit (fast Tau-estimator, color yellow) will not appear on the plot. What is going wrong ?
Many thanks for your reply.
##########
Y=c(2,4,5,4,3,4,2,3,56,5,4,3,4,5,6,5,4,5,34,21,12,13,12,8,9,7,43,12,19,21)
2011 Feb 03
1
"hubers" function in R MASS library : problem and solution
Hello:
I found the "hubers" function in MASS library is NOT working on the following
data:
> a <-
2010 Aug 06
3
m-estimators
Dear colleagues
can somebody help me by showing how we can compute m-estimators in R?
thanks
Dr. Iasonas Lamprianou
Assistant Professor (Educational Research and Evaluation)
Department of Education Sciences
European University-Cyprus
P.O. Box 22006
1516 Nicosia
Cyprus
Tel.: +357-22-713178
Fax: +357-22-590539
Honorary Research Fellow
Department of Education
The University of Manchester
2007 Nov 29
1
relative importance of predictors
Hei Group,
I want to compare the relative importance of predictors in a multiple
linear regression y~a+bx1+cx2...
However, bptest indicates heteroskedasticity of my model. I therefore
perform a robust regression (rlm), in combination with bootstrapping (as
outlined in J. Fox, Bootstrapping Regression Models).
Now I want to compare the relative importance of my predictors. Can I rely
on the