[R] lmrob gives NA coefficients
dwinsemius at comcast.net
Sun Mar 4 00:52:17 CET 2018
> On Mar 3, 2018, at 3:04 PM, Christien Kerbert <christienkerbert at gmail.com> wrote:
> Dear list members,
> I want to perform an MM-regression. This seems an easy task using the
> function lmrob(), however, this function provides me with NA coefficients.
> My data generating process is as follows:
> rho <- 0.15 # low interdependency
> Sigma <- matrix(rho, d, d); diag(Sigma) <- 1
> x.clean <- mvrnorm(n, rep(0,d), Sigma)
Which package are you using for mvrnorm?
> beta <- c(1.0, 2.0, 3.0, 4.0)
> error <- rnorm(n = n, mean = 0, sd = 1)
> y <- as.data.frame(beta*rep(1, n) + beta*x.clean[,1] +
> beta*x.clean[,2] + beta*x.clean[,3] + error)
> xy.clean <- cbind(x.clean, y)
> colnames(xy.clean) <- c("x1", "x2", "x3", "y")
> Then, I pass the following formula to lmrob: f <- y ~ x1 + x2 + x3
> Finally, I run lmrob: lmrob(f, data = data, cov = ".vcov.w")
> and this results in NA coefficients.
It would also be more courteous to specify the package where you are getting lmrob.
> It would be great if anyone can help me out. Thanks in advance.
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