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

[Bert Gunter]

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Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Sun, Apr 24, 2022 at 8:03 AM Kelly Thompson <kt1572757 using gmail.com> wrote:
>
> Thanks to all responded for your insights and advice, and for the
> information about the mailing list for robust statistics with R. I
> will post to that list.
>
> I feel that I am in the early stage of learning about and "exploring"
> least median of squares regression analysis and other robust
> regression methods such as least absolute deviation regression, and
> iteratively reweighted least squares regression, and I feel I do not
> yet know enough to ask more specific questions or have the knowledge
> and understanding to know what else I "should" be asking.
>
> I am interested in robust regression methods useful for datasets with
> 50,000 or more observations, that might have "outliers" and/or
> "influential observations", where the regression model might have one
> to perhaps ten independent variables.
>
> Here are questions I have. I'm open to suggestions of other questions
> to ask, and to learning from others:
> - What R functions offer least median of squares regression analysis?
> - Which of these functions if any continue to be maintained?
> - Are there any clear pros and cons of each package?
>
> Thanks again.
>
> On Sat, Apr 16, 2022 at 2:45 PM Kelly Thompson <kt1572757 using gmail.com> wrote:
> >
> > 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
>
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