[RsR] lmRob() vs rlm() etc

[Martin Maechler]

>>>>> "KK" == Kjell Konis <konis using stats.ox.ac.uk>
>>>>>     on Sun, 18 Nov 2007 15:13:26 +0000 writes:

    KK> It's probably because the Robust Library has only been
    KK> available for R for a little over a year and only
    KK> available under the GPL for about 6 months.  
Indeed!
(and quite a few of us only learned about the GPL part two weeks
 ago, at the very nice Banff/BIRS workshop on 
 "Robust Statistics and R").

    KK> available under the GPL for about 6 months.  Also, I
    KK> don't think they "recommend rlm over lmRob" but rather
    KK> don't mention lmRob at all.

nor 'lmrob()' from package "robustbase" (an early version of
which existed as roblm() in package 'roblm') which has been
available for around two years, and has always had a faster
algorithm and more modern/accurate inference parts  than  rlm(),
similar to lmRob() mentioned above. 

As Kjell has implicitely mentioned, rlm() has been around much
longer -- from 'MASS' which is part of Venables & Ripley's 'VR' 
all of which has been available as ``standard R'' since MASS / VR
has been among the "Recommended Packages" as long as these
exist.

Some of the book authors mentioned below really come from an
S-plus background rather than R, and others are not much focused
on robustness statistics; so are somewhat behind "current state
of the art"  on  ``robust statistics using R''.

Martin Maechler, ETH Zurich


    KK> On 17 Nov 2007, at 18:26, Ajay Shah wrote:

    >>> First, several books that discuss R and have mentioned
    >>> robust methods (Crawley, 2007; Faraway, 2005; Fox, 2002;
    >>> Jureckova & Picek, 2006) have used the rlm function in
    >>> the MASS library. Do you have any idea why these books
    >>> would recommend rlm over lmRob? I don?t find the output
    >>> to be as helpful as lmRob?s output. Well, this is just
    >>> curiosity.
    >> 
    >> Jennifer had asked this question a few days ago, and I'm
    >> also curious about the answer. (Or, did someone answer
    >> this and I missed it?)

Yes, indeed you did miss Kjell's earlier answer.

    >> Ajay Shah http://www.mayin.org/ajayshah
    >> ajayshah using mayin.org http://ajayshahblog.blogspot.com
    >> <*(:-? - wizard who doesn't know the answer.