[R] alternatives to traditional least squares method in linear regression ?

Gabor Grothendieck ggrothendieck at gmail.com
Wed Nov 28 17:42:45 CET 2007


You could use the weights= argument of lm or if these points represent
a different factor you could add a dummy variable which is one for those
points and 0 otherwise. Also check out quantile regression in the
quantreg package.

On Nov 28, 2007 11:14 AM, Wolfgang Raffelsberger
<wraff at titus.u-strasbg.fr> wrote:
> Dear list,
>
> I have encountered a special case for searching a linear regression
> where I'm not satisfied with the results obtained using the traditional
> least squares method (sometimes called OLS) for estimating/optimizing
> the residues to the regression line (see code below).  Basically, a
> group of my x-y data are a bit off the diagonal line (in my case the
> diagonal represents the ideal or theoretical fit between x and y, which
> are in the same scale) and thus these points have sufficient power to
> impose a slope deviating (too much) from the diagonal. Using rlm()
> didn't help since this is not a problem of rare outliers.
>  From a pragmatic point of  view using a linear regression approach does
> fit very well the nature of the data & comparison I'd like to perform,
> so that's why I'd like to stay with something linear.
>
> Has anybody already implemented a function or package in R allowing to
> modify the exponent (of the least squares method) or more general
> allowing to define the model to be used for estimating/optimizing the
> residues ?
>
> Thank's in advance
> Wolfgang Raffelsberger
>
>
>  > plot(x,y)    # x and y are my data
>  > regr <- lm(y~x)
>  > abline(regr)
>  > # I'm not satisfied with the line since there is one group of points
> following very well the diagonal but the regression is deviated by
> another group of points ...
>  >
>  > sessionInfo()
> R version 2.6.0 (2007-10-03)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=French_France.1252;LC_CTYPE=French_France.1252;LC_MONETARY=French_France.1252;LC_NUMERIC=C;LC_TIME=French_France.1252
>
> attached base packages:
> [1] stats     graphics  grDevices datasets  tcltk     utils     methods
> [8] base
>
> other attached packages:
> [1] svSocket_0.9-5 svIO_0.9-5     R2HTML_1.58    svMisc_0.9-5   svIDE_0.9-5
>
> loaded via a namespace (and not attached):
> [1] tools_2.6.0
>
>
>
>
> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
>
> Wolfgang Raffelsberger, PhD
> Laboratoire de BioInformatique et Génomique Intégratives
> CNRS UMR7104, IGBMC
> 1 rue Laurent Fries,  67404 Illkirch  Strasbourg,  France
> Tel (+33) 388 65 3300         Fax (+33) 388 65 3276
> wolfgang.raffelsberger at igbmc.u-strasbg.fr
>
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>



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