[R] Robust regression with groups
dimitris.rizopoulos at med.kuleuven.ac.be
Wed Oct 20 16:08:21 CEST 2004
There are two possible options (at least to my knowledge):
1. to use a random-effects model, either using `lme' (packages: nlme,
lme4) if you have normal data or `glmmPQL' (package: MASS) or `GLMM'
(package: lme4) or `glmmML' (package:glmmML) if you cannot use the
2. to use a gee model with a robust (sandwich) std.error estimation.
See at `gee' (package: gee) and `geese' (package: geepack).
I hope this helps.
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
----- Original Message -----
From: "Angelo Secchi" <secchi at sssup.it>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, October 20, 2004 3:22 PM
Subject: [R] Robust regression with groups
> I have data on a group of subjects in different years. I should
> that observations regarding different individuals are independent
> observations for the same individual in different years are not and
> would like to have an estimated standard error (and
> matrix) taking into account this problem.
> More in general is there a way in R to run a (robust)regression
> different groups in the observations and specifying that the
> are independent across groups but not necessarily independent within
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
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