[R] High breakdown/efficiency statistics -- was RE: Rosner's test [Broadcast]

Liaw, Andy andy_liaw at merck.com
Thu Jun 22 20:21:17 CEST 2006


What would be nice is to have something like a "robust" task view...

Andy 

From: Berton Gunter
> 
> Many thanks for this Martin. There now are several packages 
> with what appear to be overlapping functions (or at least 
> algorithms). Besides those you mentioned, "robust" and 
> "roblm" are at least two others. Any recommendations about 
> how or whether to choose among these for us enthusiastic but 
> non-expert users?
> 
> 
> Cheers,
> Bert
>  
> 
> > -----Original Message-----
> > From: Martin Maechler [mailto:maechler at stat.math.ethz.ch]
> > Sent: Thursday, June 22, 2006 2:04 AM
> > To: Berton Gunter
> > Cc: 'Robert Powell'; r-help at stat.math.ethz.ch
> > Subject: Re: [R] Rosner's test
> > 
> > >>>>> "BertG" == Berton Gunter <gunter.berton at gene.com>
> > >>>>>     on Tue, 13 Jun 2006 14:34:48 -0700 writes:
> > 
> >     BertG> RSiteSearch('Rosner') ?RSiteSearch or search directly
> >     BertG> from CRAN.
> > 
> >     BertG> Incidentally, I'll repeat what I've said
> >     BertG> before. Don't do outlier tests.  They're
> >     BertG> dangerous. Use robust methods instead.
> > 
> > Yes, yes, yes!!!
> > 
> > Note that  rlm() or cov.rob()  from recommended package 
> MASS will most 
> > probably be sufficient for your needs.
> > 
> > For slightly newer methodology, look at package 
> 'robustbase', or also 
> > 'rrcov'.
> > 
> > Martin Maechler, ETH Zurich
> > 
> >     BertG> -- Bert Gunter Genentech Non-Clinical Statistics
> >     BertG> South San Francisco, CA
> >  
> >     BertG> "The business of the statistician is to catalyze the
> >     BertG> scientific learning process."  - George E. P. Box
> >  
> >  
> >
> 
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