[R] robust regression
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Jul 30 17:22:11 CEST 2003
On Wed, 30 Jul 2003, Joerg Schaber wrote:
> trying to do a robudt regression of a two-way linear model, I keep
> getting the following error:
> > lqs(obs ~ y + s -1,method="lms", contrasts=list(s=("contr.sum")))
> Error: lqs failed: all the samples were singular
> Robust regression with M-estimators works (also regular least square
> fits, of course):
> rlm.formula(formula = obs ~ y + s - 1, method = "M", contrasts = list(s
> = ("contr.sum")))
> I tried an exact sampling (psamp="exact"), but I keep getting syntax
> errors. Any idea how I can make the first one work?
You may well not be able to. lms relies on being able to find a good fit
to (just over) 50% of the data. Sounds like you can't fit to 50%.
Try increasing `quantile'.
Generally resistant methods should be employed with caution for designed
experiments (with factor covariates), and your specification of contrasts
suggest y is a factor. So this may not make statistical sense either.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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