[RsR] Can I calculate the p-value of the robust regression at this way?

friendpine pengyou@ong @end|ng |rom moon@|bp@@c@cn
Wed Mar 24 07:12:02 CET 2010


The output for the rlm(),lmRob(),lmrob() didn't give the R-squared and the
p-value of the equation. There seems to be no function that can do these
things.Can we calculate it as in the OLS(ordinary least squared) regression? The
method in OLS use the SSE and SSR to calculate the f for F test. The p-value
generated in the F test is the p-value for the OLS regression equation. Can we
do it in the robust regression?




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