[R] Least Median Square Regression

[Bryan Mac]

I am confused reading the document. 

I have installed and added the package (MASS).

What is the function for LMS Regression?


Bryan Mac
bryanmac.24 at gmail.com



> On Oct 8, 2016, at 6:17 AM, Enrico Schumann <es at enricoschumann.net> wrote:
> 
> On Sat, 08 Oct 2016, Bryan Mac <bryanmac.24 at gmail.com> writes:
> 
>> 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
>> 
> 
> A tutorial on how to run such regressions is included
> in the NMOF package.
> 
> https://cran.r-project.org/package=NMOF/vignettes/PSlms.pdf
> 
> 
> -- 
> Enrico Schumann
> Lucerne, Switzerland
> http://enricoschumann.net