[R] lqs function for S-estimator
Annalisa Orenti
annalisaorenti at libero.it
Wed Mar 18 15:11:58 CET 2015
Dear R-Users,
I need to fit a regression by means of S-estimator, but I found an
inconsistency in lqs function in MASS package.
When recalling coefficient estimates two discordant answers are obtained by
coef() function and by $coef object:
As an example I report here the results of fitting regression S-estimator on
stackloss data:
library(MASS)
Sestim<-lqs(stack.loss ~ Air.Flow + Water.Temp + Acid.Conc., data = stackloss,
method = "S")
coef(Sestim)
(Intercept) Air.Flow Water.Temp Acid.Conc.
-35.37610619 0.82522124 0.44247788 -0.07964602
Sestim$coef
Air.Flow Water.Temp Acid.Conc.
-36.92530315 0.84957479 0.43047554 -0.07354065
Do you have any suggestions?
Thank you for your help.
Best regards.
Annalisa
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