[RsR] minimum sample size for the robust counterpart of the t-test #2

[Richard Friedman]

Dear Rand (and List),

	I read the relevant sections of your book and while informative it  
did not answer my question
directly as best I can see. I will restate the question more explicitly:

A robust analog of the two sample  t-test is performed with the rlm  
function with the default parameters of
the Huber method with K=1.345. Is there a minimum sample size for  
which it should be trusted?
are 5 samples enough? 10 samples?

If this question does not have a simple answer please let me know.

Thanks and best wishes,
Rich


On Jun 15, 2011, at 3:19 PM, Rand Wilcox wrote:

> There is general information about sample sizes and p-values, when  
> using robust analogs of t, in my 2005 book (Introduction to Robust  
> Estimation and Hypothesis Testing, Academic Press) .
> (A third edition will be out early in 2012. )
>
> Hope this helps.
>
> Rand
>
> Rand Wilcox
> Professor
> Dept of Psychology
> USC
> Los Angeles, CA 90089-1061
>
> FAX: 213-746-9082
> For information about statistics books and software, see http://www-rcf.usc.edu/~rwilcox/
> as well as
> http://college.usc.edu/labs/rwilcox/home
>
> ----- Original Message -----
> From: Richard Friedman <friedman using cancercenter.columbia.edu>
> Date: Wednesday, June 15, 2011 12:11 pm
> Subject: [RsR] minimum sample size for the robust counterpart of the  
> t-test
> To: r-sig-robust using r-project.org
>
>> Dear List,
>>
>> 	I am a beginner in the use of robust methods. Is there a minimum
>> sample size
>> for which the robust analog of a two sample t-test using rlm with
>> default parameters and categorical
>> explanatory variables may be trusted to yield reliable p-values?
>> Is so, can you please point me at a reference which treats this
>> problem.
>> Thanks and best wishes,
>> Rich
>> ------------------------------------------------------------
>> Richard A. Friedman, PhD
>> Associate Research Scientist,
>> Biomedical Informatics Shared Resource
>> Herbert Irving Comprehensive Cancer Center (HICCC)
>> Lecturer,
>> Department of Biomedical Informatics (DBMI)
>> Educational Coordinator,
>> Center for Computational Biology and Bioinformatics (C2B2)/
>> National Center for Multiscale Analysis of Genomic Networks (MAGNet)
>> Room 824
>> Irving Cancer Research Center
>> Columbia University
>> 1130 St. Nicholas Ave
>> New York, NY 10032
>> (212)851-4765 (voice)
>> friedman using cancercenter.columbia.edu
>> http://cancercenter.columbia.edu/~friedman/
>>
>> I am a Bayesian. When I see a multiple-choice question on a test
>> and I don't
>> know the answer I say "eeney-meaney-miney-moe".
>>
>> Rose Friedman, Age 14
>>
>> _______________________________________________
>> R-SIG-Robust using r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
>>