[R] lqs function for S-estimator

[Prof Brian Ripley]

On 18/03/2015 15:38, peter dalgaard wrote:
>
> On 18 Mar 2015, at 15:11 , Annalisa Orenti <annalisaorenti at libero.it> wrote:
>
>> 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?
>
>
> The immediate reason is that Sestim contains both $coef and $coefficients and coef() extracts the latter.
>
> Why this is so escapes me. It looks like it might be a blunder, but the package author isn't usually prone to blundering...

It is a side-effect of changes in R since the code was written (for S). 
Use Sestim$coef until MASS is updated (which will be before 3.2.0 is 
released).

> -pd
>
>> Thank you for your help.
>> Best regards.
>> Annalisa
>>
>> ______________________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> 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.
>


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford
1 South Parks Road, Oxford OX1 3TG, UK