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

[Richard Friedman]

Rand,

	Thanks, I know very little about robust methods. I am interested in  
whether rlm can be used in its default
state or if I have to tearn much more to do use the methods correctly.

Best wishes,
Rich

On Jun 16, 2011, at 2:14 PM, Rand Wilcox wrote:

> When dealing with M-estimators and the goal is to compute confidence  
> intervals, one thing you have to be careful about is skewed  
> distributions. Have not encountered any non-bootstrap method that  
> performs well in simulations where the confidence interval is based  
> on an estimate of the standard error. Just how symmetric the  
> distribution must be seems unclear. What works better is a  
> percentile bootstrap method, even with fairly small sample sizes.  
> This is why the methods in my book focus on bootstrap techniques  
> when dealing with M-estimators.
>
>
> However, have not yet seen the Koller and Stahel paper. Maybe this  
> problem has been addressed.
>
> 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: Thursday, June 16, 2011 9:02 am
> Subject: Re: [RsR] minimum sample size for the robust counterpart of  
> the t-test #2
> To: Rand Wilcox <rwilcox using usc.edu>, r-sig-robust using r-project.org
>
>> 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
>>>>
>>
>>