[R] robust estimation

S Ellison S.Ellison at lgc.co.uk
Fri Mar 11 15:33:41 CET 2011


Is the L1 norm not equivalent to quantile regression for the 0.5th
quantile?
If so, quantreg would do it using rq with the defult value for tau.

S Ellison


>>> Wilhelm Caspary <wilhelm.caspary at unibw.de> 11/03/2011 12:31 >>>
Hi,
I have been looking through all packages but I cannot find a routine
for 
LAD-regression (L1-norm-regression).
Is there none?
Willi

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help 
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html 
and provide commented, minimal, self-contained, reproducible code.

*******************************************************************
This email and any attachments are confidential. Any use...{{dropped:8}}



More information about the R-help mailing list