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

Kelly Thompson kt1572757 @end|ng |rom gm@||@com
Sun Apr 24 17:02:49 CEST 2022


Thanks to all responded for your insights and advice, and for the
information about the mailing list for robust statistics with R. I
will post to that list.

I feel that I am in the early stage of learning about and "exploring"
least median of squares regression analysis and other robust
regression methods such as least absolute deviation regression, and
iteratively reweighted least squares regression, and I feel I do not
yet know enough to ask more specific questions or have the knowledge
and understanding to know what else I "should" be asking.

I am interested in robust regression methods useful for datasets with
50,000 or more observations, that might have "outliers" and/or
"influential observations", where the regression model might have one
to perhaps ten independent variables.

Here are questions I have. I'm open to suggestions of other questions
to ask, and to learning from others:
- What R functions offer least median of squares regression analysis?
- Which of these functions if any continue to be maintained?
- Are there any clear pros and cons of each package?

Thanks again.

On Sat, Apr 16, 2022 at 2:45 PM Kelly Thompson <kt1572757 using gmail.com> wrote:
>
> 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
>
> Mentions:
> https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs
>
> https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html
>
> https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html
> -----
>
> ltsReg
>
> https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg
> -----
> nl.lmsNM
> https://rdrr.io/cran/nlr/man/nl.lmsNM.html



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