[R] Least Median Square Regression

ruipbarradas at sapo.pt ruipbarradas at sapo.pt
Sat Oct 8 11:33:24 CEST 2016


Hello,


Use package quantreg, function rq().

install.packages("quantreg")
?rq

Hope this helps,

Rui Barradas

Citando Bryan Mac <bryanmac.24 at gmail.com>:

> Hi R-help,
>
> How do you perform least median square regression in R? Here is what  
> I have but received no output.
>
> LMSRegression <- function(df, indices){
>   sample <- df[indices, ]
>   LMS_NAR_NIC_relation <- lm(sample$NAR~sample$NIC, data = sample,  
> method = "lms")
>   rsquared_lms_nar_nic <- summary(LMS_NAR_NIC_relation)$r.square
>
>   LMS_SQRTNAR_SQRTNIC_relation <- lm(sample$SQRTNAR~sample$SQRTNIC,  
> data = sample, method = "lms")
>   rsquared_lms_sqrtnar_sqrtnic <-  
> summary(LMS_SQRTNAR_SQRTNIC_relation)$r.square
>
>   out <- c(rsquared_lms_nar_nic, rsquared_lms_sqrtnar_sqrtnic)
>   return(out)
> }
>
> Also, which value should be looked at decide whether this is best  
> regression model to use?
>
> Bryan Mac
> bryanmac.24 at gmail.com
>
>
>
>
> 	[[alternative HTML version deleted]]
>
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