Displaying 20 results from an estimated 700 matches similar to: "Robust measures of goodness of fit?"
2004 Apr 27
0
lmRobMM vs rlm
I am needing some expertise with regard
to the S-Plus command lmRobMM and its R counterpart
rlm(formula,data,method="MM")
I have used lmRobMM(formula,data) in S-Plus on the Stackloss data and
obtained for my residuals
6.217777 1.150717 6.427946 8.174019 -0.6713005 -1.248641 -0.4236203
0.5763797 -1.057899 0.3593823
11 12 13 14 15 16
2005 Mar 24
1
Robust multivariate regression with rlm
Dear Group,
I am having trouble with using rlm on multivariate data sets. When I
call rlm I get
Error in lm.wfit(x, y, w, method = "qr") :
incompatible dimensions
lm on the same data sets seem to work well (see code example). Am I
doing something wrong?
I have already browsed through the forums and google but could not find
any related discussions.
I use Windows XP and R
2005 Aug 23
1
Robust M-Estimator Comparison
Hello,
I'm learning about robust M-estimators right now and had settled on the
"Huber Proposal 2" as implemented in MASS, but further reading made clear,
that at least 2 further weighting functions (Hampel, Tukey bisquare) exist.
In a post from B.D. Ripley going back to 1999 I found the following quote:
>> 2) Would huber() give me results that are similar (i.e., close
2008 Jul 16
1
R-source code of a function
Hi,
I know that if i want to see the SPLUS or R-source code of a function,i should give the command
without the brackets.For example:
rsquared.lmRobMM
function(x)
{
str0 <- "Initial S-estimate"
str1 <- "Final M-estimate"
if(x$est == "final") {
z <- x$r.squared
attr(z, "info") <- str1
}
if(x$est == "initial") {
z <-
2006 May 06
2
How to test for significance of random effects?
Dear list members,
I'm interested in showing that within-group statistical dependence is
negligible, so I can use ordinary linear models without including random
effects. However, I can find no mention of testing a model with vs.
without random effects in either Venable & Ripley (2002) or Pinheiro and
Bates (2000). Our in-house statisticians are not familiar with this,
either,
2009 Aug 12
1
psi not functioning in nlrob?
Hi all,
I'm trying to fit a nonlinear regression by "nlrob":
model3=nlrob(y~a1*x^a2,data=transient,psi=psi.bisquare,
start=list(a1=0.02,a2=0.7),maxit=1000)
However an error message keeps popping up saying that the function
psi.bisquare doesn't exist.
I also tried psi.huber, which is supposed to be the default for nlrob:
model3=nlrob(y~a1*x^a2,data=transient,psi=psi.huber,
2008 Jan 19
1
How do we get two-tailed p-values for rlm?
How do we get 2-tailed p-values for the rlm summary?
I'm using the following:
> fit <- rlm(oatRT ~ oatoacData$erp, psi=psi.bisquare, maxit=100,
na.action='na.omit')
> fitsum <- summary(fit, cor=F)
> print(fitsum)
Call: rlm(formula = oatRT ~ oatoacData$erp, psi = psi.bisquare, maxit = 100,
na.action = "na.omit")
Residuals:
Min 1Q Median
2011 Dec 19
2
nlrob problem
Dear all,
I am not sure if this mail is for R-help or should be sent to R-devel
instead, and therefore post to both.
While using nlrob from package 'robustbase', I ran into the following
problem:
For psi-functions that can become zero (e.g. psi.bisquare), weights in
the internal call to nls can become zero. Example:
d <- data.frame(x=1:5,y=c(2,3,5,10,9))
d.nlrob <-
2010 Sep 26
1
Storing CA Results to a Data Frame?
[Sorry- somehow the first time I posted this it got attached to another thread -Vik]
I am successfully performing a correspondence analysis using the commands:
NonLuxury <- read.table("/Users/myUserName/Desktop/nonLuxury.data.txt")
ca(NonLuxury)
I would like to store the results to a data frame so that I can write them to disk using write.table. I have tried
2018 Apr 13
0
cvTools for 2 models not working
Dear R-experts,
I am trying to do cross-validation for different models using the cvTools package.
I can't get the CV for the "FastTau" and "hbrfit". I guess I have to write my own functions at least for hbrfit. What is going wrong with FastTau ?
Here below the reproducible example. It is a simple toy example (not my real dataset) with many warnings, what is important to
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
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
2010 Sep 26
3
Newbie Correspondence Analysis Question
I'm experienced in statistics, but I am a first-time R user. I would like to use R for correspondence analysis. I have installed R (Mac OSX). I have used the package installer to install the CA package. I have run the following line with no errors to read in the data for a table:
NonLuxury <- read.table("/Users/myUserName/Desktop/nonLuxury.data.txt")
The R online help
2011 Aug 11
6
unable to mount zfs file system..pl help
# uname -a
Linux testbox 2.6.18-194.el5 #1 SMP Tue Mar 16 21:52:39 EDT 2010 x86_64 x86_64 x86_64 GNU/Linux
# rpm -qa|grep zfs
zfs-test-0.5.2-1
zfs-modules-0.5.2-1_2.6.18_194.el5
zfs-0.5.2-1
zfs-modules-devel-0.5.2-1_2.6.18_194.el5
zfs-devel-0.5.2-1
# zfs list
NAME USED AVAIL REFER MOUNTPOINT
pool1 120K 228G 21K /pool1
pool1/fs1 21K 228G 21K /vik
[root at
1999 Sep 17
1
Tukey's biweight
I want to estimate the center of a distribution with lots of outliers in one
tail, and thought I would use a function such as S-plus's location.m() with
psi.fun=bisquare (as per MASS 3 p. 131). However, R seems not have such a
function, so my questions are:
1) Is there an R equivalent to location.m()?
2) Would huber() give me results that are similar (i.e., close enough)?
Thanks.
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
2013 Jan 18
1
Unable to upgrade ZFS pool to feature flags, SPA version 5000, on stable/9 @ r243825
Hi,
I installed FreeBSD/amd64 9.1-RELEASE yesterday.
I chose to do a manual installation due to the use of ZFS.
I checked out stable/9 and recompiled both world and GENERIC kernel.
Said kernel and world was installed without any problems.
System is still up & running, with uname -a revealing r243825.
I then decided to upgrade the root pool to feature flags, SPA version
5000, and was not so
2008 Mar 07
1
Error: file association for 'doc\html\index.html' not available or invalid
Today HTML help stopped working. The menu command "Help > Html help" usually
brings up my default web browser (Opera 9.26), but now R gives the error
Error: file association for 'doc\html\index.html' not available or invalid
If I try the same menu command a second time, R crashes with the message
The instruction at "0x7c9106c3" referenced memory at
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)
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