[R] M-estimation in multivariate linear regression model in R

[Bert Gunter]

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-- Bert

On Mon, May 21, 2012 at 11:23 AM, Monika Steinhubelova
<monika.steinhubelova at gmail.com> wrote:
>  Hello,
>
> I try to find a function for M-estimation in multivariate linear regression
> model (function that can estimate betas in my model: y=x * beta + e, where
> y is a matrix). I“ve searched R-site for a long time, but I am hopeless.
>
> I would like to ask, if there is any function for M-estimation in
> multivariate linear regression model in R. I know I can estimate betas in
> my model by rlm() function --> rewrite y-variables into one column (vec
> operation) ... But ... I would like to use one function to get betas and
> don“t rewrite y-variables.
>
> Thank you for any help (claim that there is no function like I need is also
> very helpfull, so I will compute my problem by rlm function).
>
> Monika Steinhubelova
>
>        [[alternative HTML version deleted]]
>
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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