[R] MASS: rlm, MM and errors in observations AND regressors

Johannes Graumann graumann at caltech.edu
Tue Sep 6 03:02:02 CEST 2005


I need to perform a robust regression on data which contains errors in BOTH
observations and regressors. Right now I am using rlm from the MASS package
with 'method="MM"' and get visually very nice results. MASS is quite clear,
however, that the described methodologies are only applicable to
observation-error only data (p. 157, 4th Ed.). So here's the questions now:

a) is there methodology for robust and resistant regression on data with
errors in BOTH observations and regressors?

b) if "yes" at a): does somebody know of an implementation in R?

c) if "no" at b): would somebody reading this be open to implement this? If
yes: please get in contact with me off list.

Please excuse my unfamiliarity with terminology and subject - I'm very new
to statistics.


| Johannes Graumann, Dipl. Biol.                                       |
|                                                                      |
|      Graduate Student                Tel.: ++1 (626) 395 6602        |
|      Deshaies Lab                    Fax.: ++1 (626) 395 5739        |
|      Department of Biology                                           |
|      CALTECH, M/C 156-29                                             |
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|      Pasadena, CA 91125                                              |
|      USA                                                             |

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