[R] Is robust regression available in R.

[Thomas Lumley]

On Tue, 5 Dec 2000 s-luppescu at uchicago.edu wrote:

> On 05-Dec-2000 Thomas Lumley wrote:

> > There's better robust regression in the VR bundle of
> > packages. 
> > 
> > library(MASS)
> > help(rlm)
> > library(lqs)
> > help(lqs)
> 
> I've been using line() in the eda library. Are the MASS functions to be
> preferred?

Well, for a start they allow more than one predictor and give standard
errors.

There are also more options for different types of robust regression, both
M-estimators and high-breakdown methods.

	-thomas

Thomas Lumley
Assistant Professor, Biostatistics
University of Washington, Seattle

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