[R] add a point to regression line and cook's distance

[Jason Turner]

jonathan_li at agilent.com wrote:

> Hi, 
> 
> 
> MY question is like the following:
> I would like to have a robust regression line. The data I have are 
 > mostly clustered around a small range. So
> the regression line tend to be influenced strongly by outlier points 
 > (with large cook's distance). From the application's
 > background, I know that the line should pass (0,0), which is far
 > away from the data cloud. I would like to add this
> point to have a more robust line. The question is: 
 > does it make sense to do this? what are the negative impacts if any?

Have you tried a more robust fit (ltsreg() in the package lqs springs to 
mind)?  Using this, without forcing the intercept to zero, might give 
you some idea if your idea makes sense.  Venables and Ripley (Modern 
Applied Statistics with S, Springer-Verlag, 2002) give a good 
introduction to robust linear models, and how to estimate their error 
distribution.  Julian Faraway also gives an overview of the same, in his 
"Practical Regression and ANOVA using R".
http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf

Hope that helps

Jason
-- 
Indigo Industrial Controls Ltd.
http://www.indigoindustrial.co.nz
64-21-343-545
jasont at indigoindustrial.co.nz