[R] What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

Sat Apr 16 23:24:01 CEST 2022

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From: R-help <r-help-bounces using r-project.org> On Behalf Of Avi Gross via R-help
Sent: Saturday, April 16, 2022 5:06 PM
To: r-help using r-project.org
Subject: Re: [R] What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

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Kelly,
I am not going to answer your question directly as I have no experience with all those packages and others.
Your question is very broad as you have not told us what your criteria and needs are.
For some purposes, the package to use may be one that has been around, seems to continue to be supported, has had many kinks and errors straightened out and so on.
For other purposes, a package often comes with lots of other "related" functionality and often  uses names that hide other functions you may use. If a package also meets your other needs, or takes your data in the current format rather than making you rearrange first or after it returns, or other such considerations, that may be a valid set of criteria.
Do you care about various costs and overhead? You may not if your data is small and there may be a huge difference if the function does too much that you do not need or an inefficient algorithm. If your need is one-time, fine. If it will be used regularly, you may want to use some testing while measuring use of time and memory and anything else you care about which can include parallelization. In many cases, you can view the source code and sometimes even copy some and modify for your own use, especially if the function takes dozens of arguments you never expect to use and your needs are far simpler.
And, realistically, if you work with others, it may work better to use whatever they use, all else being close to equal.
I will say this is not the best place to ask such questions as the focus is on base R. Some here prefer not to have questions even about some fairly commonly used packages. But an abstract question about a plethora of packages, many not mentioned, may get more answers like mine rather than useful ones.
Good luck.

-----Original Message-----
From: Kelly Thompson <kt1572757 using gmail.com>
To: r-help using r-project.org
Sent: Sat, Apr 16, 2022 2:45 pm
Subject: [R] What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

I know about these:

lqs, wth method = "lms" and lmsreg, which as I understan dit are equivalent

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ltsReg

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nl.lmsNM
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