[RsR] Comparing OLS and robust regression

michael westphal m|_we@tph@| @end|ng |rom y@hoo@com
Fri May 22 23:24:08 CEST 2015


Hello:
I am using R 3.0.2.
I have built robust regression models with rlm, because regression diagnostic tests (Q-Q plots) indicate there are large outliers. How do I best compare the goodness of fit between robust regression and OLS?  Does it make sense to only compare residual standard error?  If not, what do you suggest? Thanks.
Michael

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