[R] What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

[Enrico Schumann]

On Sat, 16 Apr 2022, Kelly Thompson writes:

> What are the pros and cons of the various R functions and methods for
> conducting least median of squares regression analysis?
>
> I know about these:
>
> lqs, wth method = "lms" and lmsreg, which as I understan dit are equivalent
>
> Mentions:
> https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs
>
> https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html
>
> https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html
> -----
>
> ltsReg
>
> https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg
> -----
> nl.lmsNM
> https://rdrr.io/cran/nlr/man/nl.lmsNM.html
>

There is also a special mailing list for robust statistics with R:
https://stat.ethz.ch/mailman/listinfo/R-sig-Robust

As others have already suggested: you'd probably get
better answers if you ask more specific questions,
e.g. why/for what application you want to use LMS.


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net