[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
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