[RsR] lmRob, lmrob and robust R-squared

Suresh Krishna m@dz|ent|@t @end|ng |rom gm@||@com
Thu May 31 18:13:46 CEST 2012


Dear Manuel and list-members,

While trying to come up to speed on this topic, I discovered this earlier  
post on this list from Olivier Renaud about a bias in the R-squared output  
 from lmRob and a function that provides a corrected R-squared value:

https://stat.ethz.ch/pipermail/r-sig-robust/2010/000290.html

Does this issue also affect lmrob ? And would that fix be also valid with  
lmrob ? (I have also contacted Olivier directly).

Thanks again,

Suresh




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