[R] Robust regression with groups

Berton Gunter gunter.berton at gene.com
Thu Oct 21 19:13:28 CEST 2004

Quick addendum to Spencer's excellent advice: many of the plots he suggests
can be more or less automatically made by converting your data to an
appropriate groupedData object and invoking the relevant plot() methods on
them. Chapter 3 of Bates and Pinheiro provides details and numerous examples
as does the MASS chapter.

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box

> -----Original Message-----
> From: Spencer Graves [mailto:spencer.graves at pdf.com] 
> Sent: Thursday, October 21, 2004 9:58 AM
> To: Berton Gunter
> Cc: 'Angelo Secchi'; r-help at stat.math.ethz.ch
> Subject: Re: [R] Robust regression with groups
> Hi, Angelo: 
>       Have you plotted the data in creative ways, e.g., normal 
> probability plots and plots vs. time with a separate line for each 
> subject and with separate line types colors and plotting 
> symbols for the 
> different experimental / treatment groups?  [If the response 
> variable(s) 
> are all positive, I would also try the same thing using 
> log="y".  If the 
> responses were percentages, I'd transform to empirical logits 
> log(y/(1-y)) with some adjustment to "y" to shrink it away from 0 and 
> 1.]  I always want to do the simple things first.  Plots like 
> this too 
> often show me that my favorite model is not appropriate.  
> I've sometimes 
> skipped this step only to be forced back to it after getting nonsense 
> fits.  The Gods may have smiled upon Pygmalion, turning his beloved 
> creation into a flesh and blood woman.  I more often encounter the 
> "great tragedy of science:  a beautiful theory slain by an 
> ugly fact." 
>       If these plot do NOT show wild outliers, then I would 
> think that 
> "lme" would be precisely what you want, as Bert suggested.  Years ago 
> George Box said he thought that unmodelled autocorrelation 
> was harder to 
> detect and potentially more damaging than nonnormality.  He said 
> something to the effect, "Why worry about mice when there are tigers 
> about?" 
>       hope this helps.  spencer graves

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