[R] Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

[roger koenker]

It's not often one gets needs to correct Gabor, but no, ....

least median of squares  is not the same as least absolute error  
regression.

Take a look at the package robust if you want the lms.

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Feb 28, 2007, at 1:24 PM, Gabor Grothendieck wrote:

> Try rq in quantreg using the default value for tau.
>
> On 2/28/07, lalitha viswanath <lalithaviswanath at yahoo.com> wrote:
>> Hi
>> I am looking for suitable packages in R that do
>> regression analyses using least median squares method
>> (or better). Additionally, I am also looking for
>> packages that implement algorithms/methods for
>> detecting outliers that can be discarded before doing
>> the regression analyses.
>>
>> Although some websites refer to "lms" method under
>> package "lps" in R, I am unable to find such a package
>> on CRAN.
>>
>> I would greatly appreciate any pointers to suitable
>> functions/packages for doing the above analyses.
>>
>> Thanks
>> Lalitha
>>
>>
>>
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>
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> and provide commented, minimal, self-contained, reproducible code.