[R] qhuber-locfit: residual variance

Maciej.Hoffman-Wecker@evotecoai.com Maciej.Hoffman-Wecker at evotecoai.com
Tue Mar 12 14:22:16 CET 2002


Dear all,

I've 2 questions concerning locfit, I didn't find in Loader: Local 
Regression ... 

1. If I perform locfit with family = "qhuber", the residual variance 
estimate (rv) 
is based on normalized residuals. "qgauss" is on original scale. 
Is this a bug or is there a reason for it?

2. Is the residual variance estimate (rv) in case of a fit with family = 
"qhuber"
a robust estimate? 



Thanks in advance

maciej


Maciej Hoffman-Wecker
EVOTEC OAI
Screening Operations/Discovery Informatics
Schnackenburgallee 114
D-22525 Hamburg
Germany

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