[RsR] Questions about interpreting lmRob output

Kjell Konis kon|@ @end|ng |rom @t@t@@ox@@c@uk
Sun Nov 18 16:10:31 CET 2007


The Robust Library Users' Guide is in the source package for the  
Robust Library.  You can download it from here:

   http://cran.r-project.org/src/contrib/robust_0.3-0.tar.gz

The subsampling done in lmRob is not bootstrapping.  By default lmRob  
will use enough subsamples to achieve a breakdown point of 0.5 with  
high probability.  See the help file for lmRob.control for the  
particulars.

Kjell




On 15 Nov 2007, at 19:27, Jenifer Larson-Hall wrote:

> Kjell,
> Again, thanks for all your help. Could you indulge two more  
> questions from me?
>
> First, I thanked you for the document you sent, but you said it was  
> available to anyone in the source version of the robust library. I  
> have looked around for how to get to that. I tried  
> vignette("robust") but that didn't get me anything from the robust  
> library. When I Googled it I got a website, http://cran.r-project.org/doc/packages/ 
> , that took me to a document called robust.pdf. This was, however,  
> NOT the same as the document you sent me! Specifically, the document  
> at that URL contains only a compilation of all of the help files, as  
> far as I can see, whereas the document you sent (S-PLUS 6 Robust  
> Library User's Guide Version 1.0, dated May 2002, which you noted  
> was a bit old now) was more book-like and I have to say, more  
> helpful than the help files. Don't get me wrong, the help files are  
> helpful, but this just gave more detail than the help files ever  
> did. So . . . is this S-PLUS document available somewhere else that  
> I haven't figured out how to get to? I'm asking because I would like  
> to be able to refer people to it. In particular, is there some  
> command I am missing that I could use in R to bring up these pdf  
> documents (besides the vignette command, and I do think the  
> vignettes are often of the same kind of quality as the article you  
> sent, more article-like or book-like, and thus more helpful to me!).
>
> Second, you didn't answer one of my questions about whether the  
> resampling done in lmRob is bootstrapping. My guess, after reading  
> your document (the S-PLUS) one, is that it is not the same thing,  
> because the details about random resampling on p. 54 of that  
> document seem to indicate that if I had 5 parameters, there would be  
> 147 resamples, which is not nearly how many I am used to seeing with  
> bootstrapping. So my question is what kind of resampling is this?  
> Can you refer me to a source to understand better what it is if it  
> is not bootstrapping? And if I changed the parameters to be 1000  
> reps, would that mean I was doing bootstrapping?
>
> Thanks for your help.
> Jenifer
>
> Dr. Jenifer Larson-Hall
> Assistant Professor of Linguistics
> University of North Texas
> (940)369-8950
>
>
>


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