[RsR] Maximum number of variables with lmRob? Error: singular matrix encountered

[Martin Maechler]

>>>>> "KV" == Kaveh Vakili <kaveh.vakili using wis.kuleuven.be>
>>>>>     on Thu, 30 Aug 2012 12:20:45 +0200 writes:

    KV> Sorry I accidentally send a draft message to the list
    KV> (maybe the heatwave).

    KV> Below the correct version



    KV> Dear Manuel,

    KV> This all sounds very exiting, would you by any chance
    KV> have a link to a white paper/technical report where
    KV> these innovations are documented in greater details
    KV> than in the help files associated with lmRob?

I think you have understood that Manuel advocates using lmrob(),
[not lmRob() !!]

So please do look at  ?lmrob
It has several references, most notably to

  Koller, M. and Stahel, W.A. (2011), Sharpening Wald-type inference
  in robust regression for small samples, _Computational Statistics
  & Data Analysis_ *55*(8), 2504-2515.

For newer results, manual will provide newer links.

Unfortunately, stupid editorial processes lead to papers not
being published just because they want to publicize a simple
good idea for a new algorithm that has not been found by anyone
in 20-30 years history, but the editor/referees still claim the
idea to be too simple to be worth publishing .....

Martin

    KV> Best regards,


    KV> On 08/30/2012 12:04 PM, Kaveh Vakili wrote:
    >> 
    >> Dear Manual,
    >> 
    >> This all sounds very existing, would you do by any chance
    >> have a link to a white paper where these numerous
    >> innovations are explained more in detail than in the
    >> lmRob help files?
    >> 
    >> Best regards,
    >> 
    >> 
    >> 
    >> 
    >> On 08/30/2012 08:26 AM, Manuel Koller wrote:
    >>> - lmrob uses randomized algorithms and thus produces slightly
    >>> different results for different seeds.
    >> 
    >> _______________________________________________
    >> R-SIG-Robust using r-project.org mailing list
    >> https://stat.ethz.ch/mailman/listinfo/r-sig-robust

    KV> _______________________________________________
    KV> R-SIG-Robust using r-project.org mailing list
    KV> https://stat.ethz.ch/mailman/listinfo/r-sig-robust